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Adaptive Metropolis algorithm #57

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Adaptive Metropolis algorithm #57

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Commits on May 26, 2021

  1. Added Adaptive Metropolis algorithm

    @kaandocal
    kaandocal committed May 26, 2021
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  2. More documentation

    @kaandocal
    kaandocal committed May 26, 2021
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  3. Concrete types for AMProposal

    @kaandocal
    kaandocal committed May 26, 2021
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  4. Added reference for the AM algorithm

    @kaandocal
    kaandocal committed May 26, 2021
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  5. Merged AMSampler into MetropolisHastings

    @kaandocal
    kaandocal committed May 26, 2021
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  6. Added Welford's algorithm for adaptive covariance calculations

    kaandocal committed May 26, 2021
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  7. trackstep -> trackstep!

    kaandocal committed May 26, 2021
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Commits on May 27, 2021

  1. Fixed diagm issue in AdaptiveMH test

    kaandocal committed May 27, 2021
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  2. Apply suggestions from code review 

    Co-authored-by: Cameron Pfiffer <[email protected]>
Co-authored-by: David Widmann <[email protected]>
    @kaandocal @cpfiffer @devmotion
    3 people committed May 27, 2021
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Commits on Jan 2, 2023

  1. Merge tag 'v0.6.8' 

    [Diff since v0.6.7](TuringLang/AdvancedMH.jl@v0.6.7...v0.6.8)

**Merged pull requests:**
- Remove type restriction of log density function (TuringLang#68) (@devmotion)
    @kaandocal
    kaandocal committed Jan 2, 2023
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