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NUTS and convergence diagnostics #551

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avehtari opened this issue Sep 20, 2017 · 0 comments

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avehtari commented Sep 20, 2017 •

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Add NUTS (No-U-turn-sampler) and some MCMC convergence diagonstics

See NUTS code here
https://github.com/elfi-dev/elfi/blob/dev/elfi/methods/mcmc.py

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