xjing76

Add test with alpha as a RV for negative binomial models.

4

This PR added test for NB with an `alpha` as RV. However, it seems like that the samples in the toy model set up could not converge close enough to...

Implement a Horseshoe Gibbs sampler step method

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add in Horseshoe Gibbs sampler along with unit tests so we can start moving forward with a PyMC step method implementation

Adding in a helper function to set the auto init `HMMStateSeq` based on the number of mixture with a non-informative prior.

Add more conjugates

5

Trying to add more conjugates. will be addition with current commit Uniform -Pareto. @brandonwillard @rlouf Please let me know which of the conjugates should be more prioritized.