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tpapp / DynamicHMC.jl

Implementation of robust dynamic Hamiltonian Monte Carlo methods (NUTS) in Julia.
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transition to MCMCDiagnosticTools for diagnostics #164

Closed tpapp closed 1 year ago

tpapp commented 1 year ago

(Cf https://github.com/TuringLang/MCMCDiagnosticTools.jl/issues/41)

Specifically, write a wrapper that exposes a chain or a vector of chains as an AbstractArray. Ideally as lightweight as possible, something cobbled together from existing packages.

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