Implementation of a language-level autograd compiler

An implementation of PSIS algorithms in Julia.

Marginally less opaque closures.

Vectorised log density targets for Markov chain Monte Carlo

Implementations of single and multi-ellipsoid nested sampling

Implementations of parallel tempering algorithms to augment samplers with tempering capabilities

Couplings for Multinomial Hamiltonian Monte Carlo

MCMCDebugging.jl: debugging utilities for MCMC samplers