Allow Compound step methods in PyMC3 for single variables
@rhys.green has asked if you can use Compound step methods for single variables in bilby's implementation of PyMC3. This is not something that is currently available through bilby, but it could be added fairly simply.
@rhys.green's example code is:
import pymc3 as pm
import numpy as np
w = np.array([.5, .5])
mu = np.array([-4., 4.])
sd = np.array([1, 1])
with pm.Model() as model:
y = pm.NormalMixture('x', w=w, mu=mu , sd=sd)
step1 = pm.Metropolis(y)
step2 = pm.NUTS(y)
step3 = pm.Slice(y)
steps = [step1, step2 , step3]
trace = pm.sample(draws=10**3, step=steps)