JuliaStats / Klara.jl

MCMC inference in Julia
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Enable custom proposal distributions inside relevant samplers #140

Open papamarkou opened 8 years ago

papamarkou commented 8 years ago

MCMC samplers ordinarily use a Gaussian proposal distribution. Generalise sampler types (such as Metropolis-Hastings, HMC, MALA etc) to allow custom (aka user-defined) proposal distributions, such as truncated or more generally un-normalized proposal factors. This issue is a superset of #120.