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bayesmix-dev / bayesmix

Flexible Bayesian nonparametric mixture models in C++
https://bayesmix.rtfd.io
BSD 3-Clause "New" or "Revised" License
22 stars 18 forks source link

Mh updater #112

Closed mberaha closed 2 years ago

mberaha commented 2 years ago

This is just a draft, but the first example seems to be working

mberaha commented 2 years ago

@TeoGiane the first draft for MH is done and working on a simple example with random walk metropolis-hastings. I also fixed a couple of bugs about the multi-normal distribution when implementing the MultiLS state class. We should further discuss if we want to have AD of lpdf and how to obtain it.

mberaha commented 2 years ago

The code design, for me, is appropriate. Before merging, I would adapt all new State classes. Can we consider splitting them in different files and collect them in a dedicated folder? I can take care of it, if we both agree on this little change.

Sure, you can take care of everything from this point forward!