Metric -> MassMatrix, with adaptation - Githubissues

stripe / rainier

Bayesian inference in Scala.

https://rainier.fit

Apache License 2.0

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Metric -> MassMatrix, with adaptation #491

Closed avibryant closed 4 years ago

avibryant commented 4 years ago

This PR:

renames the inaccurate Metric to the more idiomatic MassMatrix
introduces a MassMatrixTuner for adapting mass matrices
fixes initializePs to take the mass matrix into account
adds a test to verify robustness of simple sampling when given a non-identity mass matrix

Before merging, I need to complete the implementation of initializePs for FullMassMatrix.