ThermodynamicIntegration
ThermodynamicIntegration.ThermInt — TypeThermInt([rng::AbstractRNG]; n_steps=30, n_samples=2000, n_warmup=500)
ThermInt([rng::AbstractRNG], schedule; n_samples=2000, n_warmup=500)schedulecan be any iterable objectn_stepsis the number of steps for the schedule using the formula
(1:n_steps) ./ n_steps).^5
A ThermInt object can then be used as a function:
alg = ThermInt(30)
alg(loglikelihood, logprior, x_init)