lnccbrown / HSSM

Development of HSSM package
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change slice sampler parameters to match HDDM #388

Open frankmj opened 2 months ago

frankmj commented 2 months ago

Reports that slice sampler is quite slow - makes sense that it is slower than the NUTS sampler but it is also a lot slower than the one in HDDM. I believe this is because in HDDM we tuned the slice sampler parameters so that they were much more effective for DDM (and it seemed to work fine for other SSMs/ LANs), so one very simple thing to do is to just reuse the slice params from HDDM to be default for HSSM slice.

AlexanderFengler commented 1 month ago

First tests do not show any significant impact of setting slice widths per parameter. More testing required.