MCMCMultiProposal and AdaptiveTrafoChains #489
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…d sequential picking rule
Codecov Report❌ Patch coverage is Additional details and impacted files@@ Coverage Diff @@
## main #489 +/- ##
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- Coverage 61.94% 57.59% -4.36%
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Files 110 116 +6
Lines 4770 5120 +350
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- Hits 2955 2949 -6
- Misses 1815 2171 +356 ☔ View full report in Codecov by Sentry. 🚀 New features to boost your workflow:
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- Adapt to AutoDiffOperators API changes - Use new NoAutoDiff - Use new OnceDifferentiable support for DifferentiationInterface
…of proposal distribution
…l for MCMC MultiProposals
… mcmc_algorithm.jl
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Thanks a lot @Micki-D ! |
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This adds a new type of MCMC Proposal,
MCMCMultiProposalwhich allows to draw MCMC samples from different types of proposals during sampling. Either according to a Categorical Distribution or to a fixed schedule.Also a new type of Adaptive Transformation is added which allows to use chains of several Adaptive Transformations for MCMC sampling.