Adaptive Metropolis
Qiustander opened this issue · comments
Hi everyone, I found that the adaptive MCMC in tfp.MCMC is for HMC, is there any resource for Metropolis? For example, the traditional one that updates a running covariance?
Probabilistic reasoning and statistical analysis in TensorFlow
Qiustander opened this issue · comments
Hi everyone, I found that the adaptive MCMC in tfp.MCMC is for HMC, is there any resource for Metropolis? For example, the traditional one that updates a running covariance?