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add Graph variable to support Discrete variables sampled from their neighbors #30

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kunyuan opened this issue Nov 9, 2022 · 1 comment
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enhancement New feature or request priority: high

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kunyuan commented Nov 9, 2022

Some discrete variable is better sampled from a set of neighbors instead of sampling globally. Once such discrete variable is implemented, there is no need for the MC update changeOrder in :mcmc. One can merge :mcmc solver with :vegasmc.

Once this is implemented, it probably makes sense to rename :vegas to :mc and :vegasmc to :mcmc. Indeed, Vegas is the name for the adaptive map used in the continuous variable. It is better not to use it as a name for the entire MC algorithm.

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kunyuan commented Jul 25, 2023

It is better to introduce a new Graph variable. The Markov-chain to perform a random walk on the Graph to sample a discrete variable

@kunyuan kunyuan added enhancement New feature or request priority: high labels Jul 25, 2023
@kunyuan kunyuan changed the title support Discrete variables sampled from their neighbors add Graph variable to support Discrete variables sampled from their neighbors Jul 25, 2023
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