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Increase speed of MCMC methods #50

@bayesianbrad

Description

@bayesianbrad

We need to make dramatic increases in speed. So we need to take advantage of any incremental increases.

Potential easy increases

  • [] Generating momentum. For continuous parameters we should be able to do this in one swoop and then distribute the momentum accordingly. For discrete it should be a very similar process
  • [] Add multi-core support for running multiple chains
  • [] Find more ways to use computation of log_pdf rather than unnecessarily making more calculations.

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