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Co-authored-by: Penelope Yong <[email protected]>
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mhauru and penelopeysm authored Jan 7, 2025
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Expand Up @@ -8,7 +8,7 @@ The new Gibbs sampler currently supports the same user-facing interface as the o

`GibbsConditional` has also been removed. It was never very user-facing, but it was exported, so technically this is breaking.

The old Gibbs constructor relied on being called with several subsamplers, and each of the constructors of the subsamplers would take as arguments the symbols for the variables that they are to sample, e.g. `Gibbs(HMC(:x), MH(:y))`. This constructor has been deprecated, and will be removed in the future. The new constructor works by mapping symbols, `VarName`s, or iterables of `VarName`s to samplers, e.g. `Gibbs(x=>HMC(), y=>MH())`, `Gibbs(@varname(x) => HMC(), @varname(y) => MH())`, `Gibbs((:x, :y) => NUTS(), :z => MH())`. This allows more granular specification of which sampler to use for which variable.
The old Gibbs constructor relied on being called with several subsamplers, and each of the constructors of the subsamplers would take as arguments the symbols for the variables that they are to sample, e.g. `Gibbs(HMC(:x), MH(:y))`. This constructor has been deprecated, and will be removed in the future. The new constructor works by mapping symbols, `VarName`s, or iterables thereof to samplers, e.g. `Gibbs(x=>HMC(), y=>MH())`, `Gibbs(@varname(x) => HMC(), @varname(y) => MH())`, `Gibbs((:x, :y) => NUTS(), :z => MH())`. This allows more granular specification of which sampler to use for which variable.

Likewise, the old constructor for calling one subsampler more often than another, `Gibbs((HMC(0.01, 4, :x), 2), (MH(:y), 1))` has been deprecated. The new way to do this is to use `RepeatSampler`, also introduced at this version: `Gibbs(@varname(x) => RepeatSampler(HMC(0.01, 4), 2), @varname(y) => MH())`.

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