Add CGGibbs sampler with horseshoe prior support#427
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Implement the Compute Graph Gibbs algorithm from Surjanovic et al. (arXiv:2410.03630) which reduces Gibbs sweep cost from O(d²n) to O(dn) by caching linear predictors. Includes multi-block Gibbs for the horseshoe prior with slice sampling of local/global shrinkage parameters.
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JuliaBUGS.jl documentation for PR #427 is available at: |
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Benchmark ResultsJulia 1.11.9 on AMD EPYC 7763 64-Core Processor (Linux) Ratio = JuliaBUGS/Stan (lower is better for JuliaBUGS)
Note: Stan benchmarks use hand-optimized Stan models, not direct BUGS translations. Comparison is illustrative only. |
Codecov Report❌ Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## main #427 +/- ##
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- Coverage 84.36% 81.04% -3.33%
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Files 27 29 +2
Lines 3877 4036 +159
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Hits 3271 3271
- Misses 606 765 +159 ☔ View full report in Codecov by Sentry. 🚀 New features to boost your workflow:
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Implement https://arxiv.org/abs/2410.03630
(This is a started by Claude code, I haven't read the code in detail yet.)