adaptive sampling implementation in julia -



adaptive sampling implementation in julia -

i implement adaptive sampling algorithm in julia, in n-dimensions, plotting , numerical integration purposes. starting point found:

http://mathematica.stackexchange.com/questions/216/adaptive-sampling-for-slow-to-compute-functions-in-2d

as quite new julia, help much appreciated. first of all, of functionality implemented in existing libraries? mean, utilize starting base?

ps: plan update thread progress programming.

the julia bundle mamba has few samplers implemented:

adaptive mixture metropolis (amm) adaptive metropolis within gibbs (amwg) missing values sampler (miss) no-u-turn sampler (nuts) shrinkage piece (slice)

see documentation details:

http://mambajl.readthedocs.org/en/latest/index.html

julia-lang

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