Hi Max. I was able to get an implementation of this working, but it seems to go extremely slow! I’m talking > 1 hour for n_secs = 4 and 3 time segements. Using Metropolis is much faster, but it doesn’t seem to really converge. Any tips on speed up?
Hi Max. I was able to get an implementation of this working, but it seems to go extremely slow! I’m talking > 1 hour for n_secs = 4 and 3 time segements. Using Metropolis is much faster, but it doesn’t seem to really converge. Any tips on speed up?