Slice sampler
This branch adds the slice sampler by factorizing at the same time posterior sampling iteration.
This means all samplers [RW metropolis, independent metropolis and slice] use the same routines to run:
posterior_sampler
posterior_sampler_core
while
posterior_sampler_iteration
triggers the individual sampler at each iteration.
@JohannesPfeifer in principle this could be done also for TaRB, but I did not added yet TaRB steps into posterior_sampler_iteration
, so I still call TaRB from posterior_sampler
.
Under this setting, any new posterior sampler (including slice) is already automatically parallelized.
If things are OK, the following routines become isolated and no longer used:
metropolis_hastings_initialization
random_walk_metropolis_hastings.m
random_walk_metropolis_hastings_core.m
independent_metropolis_hastings.m
independent_metropolis_hastings_core.m
The new routines
posterior_sampler_initialization.m
etc
are already merged merged with recent new commits by @JohannesPfeifer in particular about mh_recover
.
I was unsure whether it would have been better just a renaming of the parent routines
metropolis_hastings_initialization
random_walk_metropolis_hastings.m
random_walk_metropolis_hastings_core.m
from which I started to develop
posterior_sampler_initialization
posterior_sampler.m
posterior_sampler_core.m