Some helpful code for doing adaptive MCMC (adaptive proposals mainly). Pretty straightforward, no advanced Turing.jl like stuff. Implements univariate and multivariate (mixture) proposals following Roberts & Rosenthal.
- Roberts, Gareth O., and Jeffrey S. Rosenthal. "Examples of adaptive MCMC." Journal of Computational and Graphical Statistics 18.2 (2009): 349-367.