Progress on Replica Exchange

[ConnorLuellen]

First, I'd like to thank everyone who's working on this project as it has saved me an astounding amount of time.

Second, I'd like to ask about a feature which I've seen discussed as a possible implementation for this project: Parallel Tempering (replica exchange). I see that y'all are currently working on implementing this feature, but I'm currently working on a project which requires replica exchange, so I wanted to see if y'all have a prototype version of this code which I could use as a starting point before I set out on creating the function myself.

Thanks, so much

[junpenglao]

Yeah it would be great to have replica exchange - it is awesome for sampling multi-modal density.

[albcab]

I don't think anybody has written any code for parallel tempering yet. You could open an issue with your proposal and we can discuss ideas on the implementation. Since you are doing a sampling algorithm, here is a skeleton you can use to build your algorithm. Also a good idea to mimic what is done in a similar algorithm like tempered SMC.