Posterior inference for sparse hierarchical non-stationary models

This repository contains supplementary material for the article: "Posterior inference for sparse hierarchical non-stationary models"

Includes the 3 MCMC sampler used in the simulations:

• MWG: adaptive Metropolis-within-Gibbs scheme
• Marginal: marginal sampler with elliptical slice sampling (ELL-SS) for a re-parametrised length-scale process
• Whitened: elliptical slice sampling (ELL-SS) combined with re-parametrisations for decoupling the prior, hyperprior, and hyperparameters

Code Authors

Karla Monterrubio-Gómez