I implemented the metropolis algorithm - which is notorious for being slow to converge. Implication is that everything was SUPER slow. There were also issues with autocorrelation in the chain.
Other MCMC algorithms can fix these things, but they were more complicated to implement. We should consider using PyMC.
https://pymc-devs.github.io/pymc/
I implemented the metropolis algorithm - which is notorious for being slow to converge. Implication is that everything was SUPER slow. There were also issues with autocorrelation in the chain.
Other MCMC algorithms can fix these things, but they were more complicated to implement. We should consider using PyMC.
https://pymc-devs.github.io/pymc/