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pochoi / ARMSampling.jl

Adaptive Rejection Metropolis Sampling

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Adaptive Rejection Metropolis Sampling

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Reference: Gilks, Wally R., N. G. Best, and K. K. C. Tan. "Adaptive rejection Metropolis sampling within Gibbs sampling." Applied Statistics (1995): 455-472.

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Adaptive Rejection Metropolis Sampling

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