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New adaptive proposal algorithm (including for nested models) #236
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Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## master #236 +/- ##
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- Coverage 99.52% 99.41% -0.12%
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Files 29 29
Lines 2924 3221 +297
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+ Hits 2910 3202 +292
- Misses 14 19 +5 ☔ View full report in Codecov by Sentry. |
This reverts commit 9ed3560.
richfitz
approved these changes
Apr 16, 2024
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This introduces a new adaptive proposal algorithm, where shaping of the empirical variance-covariance matrix allows for forgetting of early parameter sets.
Additionally, the scaling part of the algorithm now includes the ability to switch on diminishing adaptation at some point. We also we now produce some output on the adaptive algorithm, in particular the entire chains of the scaling parameter (useful for examining if it has converged).
Furthermore, the adaptive algorithm has been extended to nested/multiregion models.