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theogf / BayesianQuadrature.jl

Is there anything we can't make Bayesian?
MIT License
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Storing samples #2

Closed theogf closed 3 years ago

theogf commented 3 years ago

How should samples be stored? Since we need to go iteratively over them and do not necessarily know their type in advance it is not possible to allow a type stable storage in either the sampler or the integrator. One package to look at for inspiration is https://github.com/TuringLang/AbstractMCMC.jl

theogf commented 3 years ago

Right now the sampling work is dealt by AbstractMCMC, it seems nicer to rely on this framework so we can benefit from all their features.