How to create Slice and NUTS samplers in Lora.jl

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Xiucheng Li

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Mar 30, 2016, 10:09:25 PM3/30/16
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Hi all,

I recently played around the MCMC inference with Lora, but only an outdated document was found and I have no idea how to create Slice Sampling and NUTS samplers in Lora. Any guide?

Thanks for your help.

Benjamin Deonovic

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Apr 6, 2016, 5:00:48 PM4/6/16
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As I understand Lora.jl is currently under going some major code changes. The maintainer is working on porting over all of the samplers he had from his initial code over to this new codebase. You could try an older release of Lora.jl perhaps? 

Otherwise take a look at Mamba.jl (code, documentation). Here is an example from the documentation that utilizes slice and NUTS.

xiucheng

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Apr 6, 2016, 10:06:13 PM4/6/16
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Thank you Benjamin. I noticed that several samplers like Slice sampler, NUTS can be found in an older version. Mamba is indeed well-documented.
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