New MCMC method


#1

Via Gelman’s blog I came across this:

https://arxiv.org/abs/1806.02068

Perhaps this might interest someone here as an addition to PyMC3.


#2

Glancing at the Stan code it looks more like a model parameterization technique than a universal sampler. Is the algorithm able to rescale the parameter itself?


#3

No idea! I just saw it on this morning (pre-coffee) and thought it might be useful. Sorry if not.