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Implement a Horseshoe Gibbs sampler step method #94

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xjing76 opened this issue Sep 24, 2021 · 1 comment
Open

Implement a Horseshoe Gibbs sampler step method #94

xjing76 opened this issue Sep 24, 2021 · 1 comment
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enhancement New feature or request samplers

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xjing76 commented Sep 24, 2021

add in Horseshoe Gibbs sampler along with unit tests so we can start moving forward with a PyMC step method implementation
@brandonwillard brandonwillard added enhancement New feature or request samplers labels Sep 24, 2021
@brandonwillard brandonwillard changed the title Add in Horseshoe Gibbs sampler and corresponding unit tests Implement a Horseshoe Gibbs sampler Sep 24, 2021
@brandonwillard brandonwillard changed the title Implement a Horseshoe Gibbs sampler Implement a Horseshoe Gibbs sampler step method Sep 24, 2021
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brandonwillard commented Sep 24, 2021 •
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This addition should follow the basic design/approach/template of pymc3_hmm.step_methods.FFBSStep (e.g. implement all the same methods, perform similar (symbolic) input validation and setup, have an informative docstring with some math details, etc.)—and also be added to pymc3_hmm.step_methods. The same goes for its tests.

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