Implement the adaptive Metropolis-within-Gibbs (AMWG) sampler by Roberts and Rosenthal. This will not be a job in Klara terms, it will be a new sampler (AMWG). AMWG will then be used by the new Gibbs job (if desired) to sample adaptively for some of the multivariate parameters.
Implement the adaptive Metropolis-within-Gibbs (AMWG) sampler by Roberts and Rosenthal. This will not be a job in Klara terms, it will be a new sampler (
AMWG
).AMWG
will then be used by the new Gibbs job (if desired) to sample adaptively for some of the multivariate parameters.List of steps to complete the AMWG sampler:
RobertsRosenthalMCTune
RobertsRosenthalMCTuner
AMWGState
AMWG
sampler