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Implement a Metropolis-Hastings sampler #80

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altavir opened this issue Jan 31, 2020 · 0 comments
Open

Implement a Metropolis-Hastings sampler #80

altavir opened this issue Jan 31, 2020 · 0 comments
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feature A new feature request good first issue The issue awaits its hero. Contributions are welcome

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@altavir
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altavir commented Jan 31, 2020

Implement a Sampler with Metropolis-Hastings algorithm.

We need to discuss the API, but I think that the sampler should take a [Distribution] or two distributions (for prior and likelihood) as parameters.

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Labels
feature A new feature request good first issue The issue awaits its hero. Contributions are welcome
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