# Hybrid MCMC Algorithm

**URL:** <https://discourse.julialang.org/t/hybrid-mcmc-algorithm/132400>\
**Category:** Statistics\
**Tags:** turing\
**Created:** [September 15, 2025, 2:11pm UTC](https://discourse.julialang.org/t/hybrid-mcmc-algorithm/132400 "2025-09-15T14:11:17Z")\
**Posts on this page:** 3\
**Page:** 1

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**Author:** ![jackmarry](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/jackmarry/32/47139_2.png) [@jackmarry](https://discourse.julialang.org/u/jackmarry)\
**Post date:** [September 15, 2025, 2:11pm UTC](https://discourse.julialang.org/t/hybrid-mcmc-algorithm/132400/1 "2025-09-15T14:11:17Z")

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![1757945276298](https://global.discourse-cdn.com/julialang/original/3X/8/c/8cc4bc58acc1700af908bbc35a1d02215a70db4a.png)  
 ![1757945296042](https://global.discourse-cdn.com/julialang/original/3X/f/0/f0140591f101f7c1757c5ee106b68a3d97989eb0.png)  
I saw the steps for a Bayesian estimation algorithm in a paper, and I was wondering if there’s a way to implement this kind of hybrid MCMC algorithm using the Turing.jl library.

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**Author:** ![eteppo](https://avatars.discourse-cdn.com/v4/letter/e/90db22/32.png) [@eteppo](https://discourse.julialang.org/u/eteppo)\
**Post date:** [September 15, 2025, 5:29pm UTC](https://discourse.julialang.org/t/hybrid-mcmc-algorithm/132400/2 "2025-09-15T17:29:12Z")

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Maybe you have already explored the docs, but just looking at the words mentioned, I wonder if it could be possible using SSMProblems.jl / HiddenMarkovModels.jl, AdvancedMH.jl, [Turing.Inference.Gibbs](https://turinglang.org/Turing.jl/stable/api/Inference/#Turing.Inference.Gibbs). If it requires a more custom sampler, the [external samplers page](https://turinglang.org/docs/usage/external-samplers/) talks about how to connect such things with Turing. Note also the Gen.jl PPL which is designed for finer control of inference.

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**Author:** ![Red-Portal](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/red-portal/32/9102_2.png) [@Red-Portal](https://discourse.julialang.org/u/Red-Portal)\
**Post date:** [September 21, 2025, 5:04pm UTC](https://discourse.julialang.org/t/hybrid-mcmc-algorithm/132400/3 "2025-09-21T17:04:25Z")

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The algorithm appears highly customized to a degree that I feel that there is no reason to rely on Turing for this?