i recently fell in love with Julia, and i was looking for packages that can sample efficiently a boltzmann kind probability distribution:
p(x) ∼ exp[-H(x)]
where the variables “x” can be both continuous or discrete.
I found out about dynamicHMC, but apparently it handles only continuous variables since is demands a gradient…
Does anyone know about a package that handles the mixed variables case?
So that i can avoid writing a slower, buggier, simpler (in a bad way) MCMC sampler for my research project…
Thank you in advance!!