Better, cheaper, more abundant random numbers

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  • stan

    Stan development repository. The master branch contains the current release. The develop branch contains the latest stable development. See the Developer Process Wiki for details.

    > I wonder if the tricky part is in choosing random vectors?

    Sampling vectors from multidimensional random distributions is a well studied problem. For example the open source project https://mc-stan.org implemented several (at the time) state of the art methods like Hamiltonian Monte Carlo with the help of Automatic Differentiation.

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