Omega.jl icon indicating copy to clipboard operation
Omega.jl copied to clipboard
verified publisher icon zenna

Implement full MH

Open jburroni opened this issue 6 years ago • 0 comments

Currently, we have SSMH with both: independent proposal and gaussian proposal. It would be nice to improve the space of MH algorithms we support. Here are some ideas:

  1. Proposals on output of random variable.
  2. Proposals across dimensions so we'll need the full determinant
  3. asymmetric proposals
  4. specialization on proposals

jburroni avatar May 02 '19 17:05 jburroni