toy_mvn_target.jl

"""
$SIGNATURES

A toy multi-variate normal (mvn) target distribution used for testing.
Uses a specialized path, [`ScaledPrecisionNormalPath`](@ref),
such that i.i.d. sampling is possible at all chains (via [`ToyExplorer`](@ref)).
"""
@provides target toy_mvn_target(dim::Int) = ScaledPrecisionNormalPath(dim)

initialization(target::ScaledPrecisionNormalPath, rng::AbstractRNG, _::Int64) =
    randn(rng, target.dim) / sqrt(target.precision1)

default_explorer(::ScaledPrecisionNormalPath) = ToyExplorer()

sample_iid!(log_potential::ScaledPrecisionNormalLogPotential, replica, shared) =
    rand!(replica.rng, replica.state, log_potential)

Random.rand!(rng::AbstractRNG, x::AbstractVector, log_potential::ScaledPrecisionNormalLogPotential) =
    for i in eachindex(x)
        x[i] = randn(rng) / sqrt(log_potential.precision)
    end