RTO sampler with the Wang example #118
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…ler class to increase output
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The example is ready. However there is an issue with the gradient in the Wang model. So far we take gradients of PDFs with respect to model functions. But for RTO we need the gradient with respect to a transformation into the standard Gaussian space. The current gradient implementation does not includes this setting, since the 'direction' concept is different now.
As a result, the demo_Wang example is not running. However, I tested it, and it runs using the correct gradient.
Recall this is the setup for non-Gaussian priors:
Moreover, this is the idea of the adaptive RTO for Q (ref to Wang's: http://dspace.mit.edu/handle/1721.1/98815):
