This is a fork of the PyMC4 package
Changes that have been made:
- To the sampler was added a mass matrix tuner, which adapts the diagonal during tuning epochs with increasing length. pm.sample is configured to use this more advanced tuning method. It currently only works NUTS and DualStepAveraging.
- As initial value, a random value from the prior is sampled instead of zeros
- Pull request 321 is merged.