Implement a Horseshoe Gibbs sampler step method

AmpersandTV / pymc3-hmm

Hidden Markov models in PyMC3

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Implement a Horseshoe Gibbs sampler step method #94

Open xjing76 opened 2 years ago

xjing76 commented 2 years ago

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

brandonwillard commented 2 years ago

This addition should follow the basic design/approach/template of pymc3_hmm.step_methods.FFBSStep (e.g. implement all the same methods, perform similar (symbolic) input validation and setup, have an informative docstring with some math details, etc.)—and also be added to pymc3_hmm.step_methods. The same goes for its tests.