search

TuringLang / AdvancedHMC.jl

Robust, modular and efficient implementation of advanced Hamiltonian Monte Carlo algorithms
https://turinglang.org/AdvancedHMC.jl/
MIT License
228 stars 39 forks source link

Expose adapted mass matrix #293

Open mschauer opened 2 years ago

mschauer commented 2 years ago

It would be nice if the adapted mass matrix could be retrieved. @sethaxen pointed out that giving save_state=true to sample is possible, but that it currently only gives the metric before warm-up.