Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

RW prior on vectors #94

Open
patwa67 opened this issue Jan 25, 2024 · 0 comments
Open

RW prior on vectors #94

patwa67 opened this issue Jan 25, 2024 · 0 comments

Comments

@patwa67
Copy link

patwa67 commented Jan 25, 2024

How can I apply random walk priors to a vector (beta[1:10]) using AdvancedMH in Turing? Not working sampling code is as follows:

chain = sample(
    model,
    MH(
        :sigmae => AdvancedMH.RandomWalkProposal(Normal(0, 0.1)),
        :alpha => AdvancedMH.RandomWalkProposal(Normal(0, 0.1)),
        :beta => AdvancedMH.RandomWalkProposal(Normal(0, 0.1)),
    ),
    1_000
)
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant