mrc-ide / drjacoby

Flexible Markov chain monte carlo via reparameterization
https://mrc-ide.github.io/drjacoby/
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Inbuilt likelihoods for fitting Gaussian processes #86

Open bobverity opened 2 years ago

bobverity commented 2 years ago

I have a couple of example on my local machine of likelihoods for fitting 1D and 2D Gaussian processes to data. This is a pretty common problem, and it's also one where the posterior can (in rare situations) end up being multi-modal if there are multiple plausible smoothing levels, which motivates the use of drj. Wondering if we want to bring these likelihoods inside the package so they are available to user, and write vignettes showing how to use them? More generally, wondering if we want a folder full of example likelihood/prior functions available to user?

pwinskill commented 2 years ago

+1 I thought the same thing for our simple examples