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Horseshoe #196

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@furibec furibec commented Feb 22, 2023 •
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Closes #189

  • Normalized Gaussian doc in testproblem
  • Double-check Conjugate
  • Put random scan inside step method with a check
  • Finish demo
  • Currently we sample the Gaussian conditional exactly, if we do linear RTO, it has to run with PCGLS (to keep the within Gibbs iterations small), since normal CGLS takes many iterations

@jeverink jeverink mentioned this pull request Jun 23, 2025
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Include changes to support horseshoe prior

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@furibec @nabriis