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High dimensional proposal mode #83

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AlistaiReid opened this issue Jan 14, 2016 · 0 comments

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adaption_refactor

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AlistaiReid commented Jan 14, 2016

O(N^2) is slow for high dimensional proposals (thousands of dimensions).
Instead we could use a diagonal anisotropic covariance.

AlistaiReid added the adaption_refactor label

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