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OMCMC-SMH

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Orthogonal parallel MCMC method (Simplified toy code)

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Interacting parallel MCMC chains
See:
L. Martino, V. Elvira, D. Luengo, J. Corander, F. Louzada
Orthogonal parallel MCMC methods for sampling and optimization, arXiv:1507.08577, 2015

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