papamarkou / geometricmcmc.jl Goto Github PK

Sorry for filing an 'issue', for lack of knowing a better idea to contact you @scidom. : )

I am open to discussing how we could make a single library out of GeometricMCMC and SimpleMCMC. From a quick look around, there is obviously some overlap of both sampling methods (HMC) and the general approach (calling a sampling method with a model as a parameter).

We both differ on the way we define models, in your case you have a dedicated structure (if i read correctly), and in my case a julia expression that is transformed internally into a function. It is probably this part that would need a careful redesign to ensure a simple workflow for the user.

May be using multiple dispatch as general approach could work : if the model parameter is an expression the function would first create the model structure, then jump to sampling. If a structure is provided go to the smpling directly.

What do you think ?

I am interested in using your rmhmc code and have noted that
'The GeometricMCMC package has been deprecated since it has been merged into the MCMC package.' which has it self has been moved to Lora.jl now called Klara.jl but in those I cannot find a function called rmhmc.
Is there any newer version than that in GeometricMCMC ?

Ashley