MultiChain MCMC sampler which uses several build-in proposals
Project description
m3c2
Multi-Chain MCMC sampler
- Sampler which runs several chains in parallel to check the overall convergence
- Sampler which uses parallel tempering
The sampler combined slice-sampling Metropolis-Hastings step and delayed rejection Metropolis_Hastings step (under developemnt)
Installation
pip install .
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