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Ran 19 Aug 2020 01:18PM UTC

Files 19

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Committed 19 Aug 2020 01:14PM UTC coverage: 90.334% (+0.4%) from 89.921%

Job # 321.2

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push

travis-ci-com

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web-flow

Commit Message

Adaptive covariance MCMC proposal (#27)

* initial adapt covariance attempt

* working adaptive proposal algorithm 1

* fix typo

* testing and cleaning up the code

* make symmetric once adaptation phase over

* Catch singular matrix error

* add target acceptance ratio support

* fix member access

* add proposed_position attribute

* add support for componentwise moves

* add proposed_positions to ptchain

* put back accidentally deleted adaptie proposal

* fix pep8 and travis

* remove unused imports

* add some comments

* add example notebook

* pep8

* fix example notebook ::acl typo

* make this branch global scaling only

* support only some of the smapler parameters to be adapted

* unit test for the adaptive proposal

* increase coverage of unit tests

* rm itertools import

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