Piecewise Deterministic Sampler library (Bouncy particle sampler, Zig Zag sampler, ...)
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The number of dimensions of the algorithm is independent of the amount or size of the data analyzed. #37
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chcolapara opened 1 year ago
That is, the number of dimensions of the dimensional vector (Xt,Vt) is independent of the number of data to be modeled.
The velocity vector and the position vector will always be 2-dimensional or their dimensions depend on the amount of data to be modeled.
How can I apply the zig-zag process to a time series? It has been difficult for me because there is little information