Implement NUTS
Issue #3
resolved
Implement NUTS MCMC sampler. I opt to implement NUTS without automatic step adaption because step adaptation requires a half dozen of parameters. Those parameters apparently worked for the authors' example but a source of fragility otherwise.
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reporter - changed status to resolved
tag #with_nuts resolves this with a tested and benchmarked implementation of NUTS. As a final note, I believe that step adaption should be implemented outside of the algorithm rather than as a part of it, given the algorithm provides sufficient feedback on its performance online.
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As of commit #ff6a270 NUTs is drafted and even works somehow. This version of NUTS does not tune the step automatically because tuning the step requires a half-dozen parameters. Needs testing and benchmarking.