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stefan-paul avatar stefan-paul commented on July 20, 2024

Hey Nick (@nmatzke),
thanks for your suggestion. Glad you like the package!
About your question:
Currently there is the possibility to update parameter blocks in
the DE(zs) sampler. Insted of random subset as this is being done in
DREAM(zs) you can either update blocks based on correlations or
define your own blocks.
You'll find some more information in the help page of DE(zs).
Hope this helps a bit.
Best,
Stefan

from bayesiantools.

florianhartig avatar florianhartig commented on July 20, 2024

To add to this - there are also some advanced options to tune the Gibbs update in the Metropolis (e.g. to move more than 1 parameter at a time, see help). Also, the Metropoli actually allows custom proposal functions, as long as they have the same interface as the built-in proposal. However, this is not properly documented, and we don't check user-provided functions, so I would not recommend it at the moment.

Nick, would be good to get your feedback if you play around with these things.

Independent of that, we could put

  • unify blocking options across samplers
  • provide the possibility to specify custom proposals

on the list of long-term goals - until this this is better specified, I'll keep this ticket open.

from bayesiantools.

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