TuringLang / AdvancedHMC.jl

Robust, modular and efficient implementation of advanced Hamiltonian Monte Carlo algorithms
https://turinglang.org/AdvancedHMC.jl/
MIT License
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Support for Complex and Matrix Parameters #251

Closed nick-h-123 closed 3 years ago

nick-h-123 commented 3 years ago

I'm trying to implement a problem which uses an array of complex valued parameters (but real logpdf). However, it seems like the AdvancedHMC package won't support this, as I get MethodErrors. I could implement the real and imaginary parts as separate arrays or one two dimensional array, but it also seems like these are incompatible with the package. Is there any way around this beyond editing all the source code myself?