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This is a major update. It combines all the samplers into a single facade called a SamplingContext. That facade helps you choose a sampler, debug, and get likelihoods.

Architecture:

  • New SamplingContext wrapping samplers with optional likelihood/CRN/debug features
  • SamplerBuilder pattern for configuration
  • Source reorganization into distributions/, trace/, variance/ subdirectories

New Algorithms:

  • RSSA (rejection-based SSA with Fenwick tree)
  • PSSA-CR (composition-rejection over groups)

Features:

  • Path likelihood computation for importance sampling
  • Common random numbers for variance reduction
  • Step and trajectory likelihood methods

Testing/Docs:

  • Gauntlet framework with statistical tests (Anderson-Darling, Doob-Meyer)
  • Integration guides for Gen.jl, Turing.jl, Survival.jl

adolgert and others added 30 commits October 4, 2025 10:13
…act base to share with TrajectoryWatcher and CombinedNR can do a steploglikelihood
adolgert and others added 28 commits November 27, 2025 20:22
@adolgert adolgert merged commit 301439f into main Nov 28, 2025
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@adolgert adolgert deleted the dev/sample-context branch November 28, 2025 16:11
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2 participants