mcmc-types-1.0.3: Common types for sampling.

mcmc-types-1.0.3: Common types for sampling.

Common types for implementing Markov Chain Monte Carlo (MCMC) algorithms.

An instance of an MCMC problem can be characterized by the following:

  • A target distribution over some parameter space
  • A parameter space for a Markov chain to wander over
  • A transition operator to drive the Markov chain

mcmc-types provides the suitably-general Target, Chain, and Transition types for representing these things respectively.

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