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brian-j-smith / Mamba.jl

Markov chain Monte Carlo (MCMC) for Bayesian analysis in julia
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Documentation for custom sampler #77

Closed Vgrunert closed 8 years ago

Vgrunert commented 8 years ago

Hi,

first of all let me express my gratitude for this excellent API. Second, I am currently trying to implement and test different kind of metropolise-hastings algorithms. I read through some of the examples of the implemented samplers and came to realize that it would be great to have an pseudo example of a sampler implementation with documenation. It would make the process of implementing custom samplers much easier.

brian-j-smith commented 8 years ago

Hi @Vgrunert. This is a very timely suggestion since updates to the package will be uploaded this week to simplify and better formalize the implementation of samplers. Once the updates are up and running, I plan to start working on documentation. I'll do what I can in between other projects that need to get finished up before Christmas, so stay tuned.