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Enable custom proposal distributions inside relevant samplers #140

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papamarkou opened this issue Apr 2, 2016 · 0 comments
Open

Enable custom proposal distributions inside relevant samplers #140

papamarkou opened this issue Apr 2, 2016 · 0 comments

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@papamarkou
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MCMC samplers ordinarily use a Gaussian proposal distribution. Generalise sampler types (such as Metropolis-Hastings, HMC, MALA etc) to allow custom (aka user-defined) proposal distributions, such as truncated or more generally un-normalized proposal factors. This issue is a superset of #120.
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