AdaptEllipticalSliceSampler.jl Permalink
A Julia package implementing the adaptive generalized elliptical slice sampler (AGESS), a tuning-free, gradient-free MCMC algorithm for gradient-free Bayesian inference.
A Julia package implementing the adaptive generalized elliptical slice sampler (AGESS), a tuning-free, gradient-free MCMC algorithm for gradient-free Bayesian inference.
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We propose a model which allows for each observation to partially belong to multiple clusters. In this model, we assume that each observation is functional. We assume an additive model with respect to the cluster membership. In order to reduce the number of parameters, we use a covariance function that is inspired by Multivariate Functional Principal Component Analysis.