MCMC Sampler from Mvnorm object

New to Julia
,
1

Hello everyone!

I’m running a simple example of MH-MCMC in Julia, and I wonder is there is any function out there that can sample from a defined distribution using MvNorm().
basically, instead of doing:
x rand(Mvnorm(mu, sigma)) i want mcmcsampler(MvNorm(mu, sigma))

Thanks!

2

Turing.jl - Turing.jl might have what you want.

1 Like
3

Yeah, Sort of. I need to specify the model using a macro? But i want something more general purpose. Otherwise i guess ill have to write the sampler from scratch?

4

Ok, you are rigth. I can make it work. Thanks!