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!

MCMC Sampler from Mvnorm object

jzr April 5, 2021, 1:13am 2

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

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