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TuringLang / EllipticalSliceSampling.jl

Julia implementation of elliptical slice sampling.
https://turinglang.org/EllipticalSliceSampling.jl/
MIT License
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Update to AbstractMCMC 2 and fully commit to its interface #8

Closed devmotion closed 4 years ago

devmotion commented 4 years ago

This PR updates EllipticalSliceSampling to AbstractMCMC 2.0. With the switch to the sample interface we will get parallel sampling for free.

codecov[bot] commented 4 years ago

Codecov Report

Merging #8 into master will decrease coverage by 2.34%. The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master       #8      +/-   ##
==========================================
- Coverage   74.64%   72.30%   -2.35%     
==========================================
  Files           5        5              
  Lines          71       65       -6     
==========================================
- Hits           53       47       -6     
  Misses         18       18
Impacted Files Coverage Δ
src/EllipticalSliceSampling.jl 100.00% <ø> (ø)
src/interface.jl 0.00% <ø> (-42.86%) :arrow_down:
src/abstractmcmc.jl 100.00% <100.00%> (ø)
src/model.jl 63.15% <100.00%> (ø)

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devmotion commented 4 years ago

I guess it would be good to document and test parallel sampling, and reexport MCMCThreads and MCMCDistributed from AbstractMCMC.

devmotion commented 4 years ago

OK, I have a working branch locally with https://github.com/TuringLang/AbstractMCMC.jl/pull/45 that fixes these issues. Let's merge this for now and wait until we reach some consensus on the AbstractMCMC PR.