Specialized DiscreteMarkovChain step sampler #359
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ricardoV94
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Also I'm sure there must be more clever DMC samplers. This will update each step at a time, which I can imagine may be suboptimal. At least it updates in random order in every step |
jessegrabowski
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Jul 19, 2024
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Seems like a fine stop-gap change
Maybe wait for the #361 to merge first then change where the test file is?
Sure |
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Closes #324
It's just
CategoricalGibbsMetropolisbut acceptsDiscreteMarkovChainand knows how to get the dimensionality of P.Once we merge DMC into PyMC we can just extend the CategoricalGibbsMetropolis to accept it