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  • Marco Ratto's avatar
    Added routines that factor out posterior samplers into the iteration routine... · c30b6f20
    Marco Ratto authored and Johannes Pfeifer's avatar Johannes Pfeifer committed
    Added routines that factor out posterior samplers into the iteration routine posterior_sampler_iteration.m.
    It generalizes the random_walk_metropolis_hastings.m structure but adds two new items:
    - check_posterior_sampler_options.m which is a wrapper for method specific options (stored in options_.posterior_options)
    - posterior_sampler_iteration.m which is a wrapper of the individual iteration of any posterior sampler.
    
    It already embeds, with parallelization implementation:
    - random_walk metropolis hastings
    - independent metropolis hastings
    - slice sampler
    
    It also contains a quick fix for TARB, although the latter should be embedded in posterior_sampler_iteration.m as well.
    
    Any new posterior sampler can be simply added to posterior_sampler_iteration.m, with  wrapper to specific iterations in check_posterior_sampler_options.m
    c30b6f20