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Proof-of-concept parallel tempering #106
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Merge after #104, contains those commitsCloses #24
A basic parallel tempering sampler. There's much more to add (particularly embedding other samplers and sorting out sampling from the hot chain), but this is a start at least
This PR does not include tests of statistical correctness; I'm not really sure how we'll do these generally. Marc and I have picked over this pretty closely with some long runs and it's performing well at the moment.
There's quite a lot of refactoring work to do around the samplers once this is in; see comments for details
old comments from a fairly protracted period of validation follow:
Marc, a simple example to get you going. This actually looks pretty good now I think:
(takes 17s on my machine for 40,000 steps, so 2k steps/s which is ok, especially as this is really 11 times that many samples).
I've run out a much longer chain and this is what I see:
(27s for 500,000 points, I can live with that)
I suspect we're out by a factor related to the beta swaps at the moment?