tpapp / DynamicHMC.jl

Implementation of robust dynamic Hamiltonian Monte Carlo methods (NUTS) in Julia.

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transition to MCMCDiagnosticTools for diagnostics

tpapp opened this issue · comments

(Cf TuringLang/MCMCDiagnosticTools.jl#41)

Specifically, write a wrapper that exposes a chain or a vector of chains as an AbstractArray. Ideally as lightweight as possible, something cobbled together from existing packages.

Also