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Use dense mass matrix when sampling #32
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Description
- pymc3 supports dense mass matrix adaptation thanks to @dfm's pull request.
exoplanethas a handyexoplanet.get_dense_nuts_stepfunction that you can use to get this functionality with minimal intervention.- for background read on here and primarily here
- potentially we can also initialize the chains with the
init="adapt_full"or"jitter+adapt_full"methods which should be related?
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