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Pathwise Sampling (Take 2)#112

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rossviljoen wants to merge 17 commits intomasterJuliaGaussianProcesses/ApproximateGPs.jl:masterfrom ross/pathwise-sampling-v2JuliaGaussianProcesses/ApproximateGPs.jl:ross/pathwise-sampling-v2Copy head branch name to clipboard

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Commits

Commits on Feb 27, 2022

• Pathwise sampling implementation

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  5f79581

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• Multisample version

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• Add example

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• Move _optimal_variational_posterior to src

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• Update example

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• Export pathwise_sample

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• Fix multisample

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• Add tests

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• Add docstring

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• Formatting

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• Fix test

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Commits on Mar 11, 2022

• Merge remote-tracking branch 'origin/master' into ross/pathwise-sampling-v2

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• whitespace

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• Refactor to submodule

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• Merge remote-tracking branch 'origin/master' into ross/pathwise-sampling-v2

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• Closure -> struct

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• Add comments

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