flat-mcmc

Painless, efficient, general-purpose sampling from continuous distributions.
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commit ec363267692af734c9c3086c780a5af16e200d1e
parent 9a676de3d63f565bb40148ec6a2ed67d063837da
Author: Jared Tobin <jared@jtobin.ca>
Date:   Sun,  3 Apr 2016 20:17:47 +0700

More README stuff.

Diffstat:
MREADME.md | 7++++++-
1 file changed, 6 insertions(+), 1 deletion(-)

diff --git a/README.md b/README.md @@ -9,7 +9,12 @@ parameter space as if it had been "flattened" or "unstretched" in some sense, allowing many particles to explore it locally and in parallel. In general this sampler is useful when you want decent performance without -dealing with any tuning parameters or local proposal distributions. +dealing with any tuning parameters or local proposal distributions. Check out +the paper describing the algorithm +[here](http://msp.org/camcos/2010/5-1/camcos-v5-n1-p04-p.pdf), and a paper on +some potential limitations [here](http://arxiv.org/abs/1509.02230). + +http://arxiv.org/abs/1509.02230 *flat-mcmc* exports an 'mcmc' function that prints a trace to stdout, as well as a 'flat' transition operator that can be used more generally.