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tpapp / DynamicHMC.jl

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

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review interface before tagging 2.0

tpapp opened this issue · comments

commented

Cf #74, #69

  • should we export something else?

  • should we not export something, to keep it flexible

  • alternative samplers (other than NUTS, HMC variants): do they fit into the API seamlessly?

    • should default_warmup_stages and fixed_stepsize_warmup_stages take the sampler as a parameter?
    • maybe rename TreeOptionsNUTS to simply NUTS and call sampler_options simply sampler
    • make sure sampler is interchangeable