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Probabilistic Inference on Noisy Time Series
Horowitz-Langevin MCMC is an extension of MALA (or HMC with only one leapfrog step) that changes the rules of updating the momentum. By preserving the momentum to some degree, Horowitz-Langevin...
What is the difference between arma11 and arma11_unity? I would guess it's similar to AR1 and AR1_unity but the docstrings don't seem to relfect that or am I missing something?
@sanmitraghosh can you explain what you mean a bit more? Maybe with an example?
Still need to decide whether we want to include model selection as part of PINTS, but at the very least we definitely want to show a notebook example of that...
Not sure if this is a good practice that in the `NestedSampler`, `self._needs_sensitivity` is always needed (e.g. `needs_sensitivities()` method), but it is never defined in the abstract class. At the...
Making a separate issue for using `Transformation` class in Nested Sampling, as mentioned in PR #1165: > Because we cannot sample from the transformed prior; we can sample only from...
Some tests currently run MCMC just to get some test data. E.g. the plotting test spends 30 seconds running 3 sampling routines _before any testing_. This should be replaced by...
So `chain = [a chain]` and then `chains = [chain]`, and then `rhat_all_params(chains)` doesn't seem to work. In addition, there seems to be a lot of reordering going on in...
We have code that guesses a covariance matrix based on an input vector in a few different places, probably makes sense to write a single utility function that does this...
Allows diagnosis of regions of high curvature.
