New MCMC method

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.

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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?

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