MCMC sampling considering multivariate distribution of each hydrodynamic maneuvering coefficient #64
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Considering wind force and moment in MMG 3DOF model
Add compat of ForwardDiff, KernelDensity
taiga4112
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Overview
This pull request introduces a new feature to the existing MCMC implementation
create_model_for_mcmc_sample_mmgby incorporating a multivariate distribution as the prior. With this enhancement, posterior samples that preserve correlations between parameters can be used as the prior, enabling more realistic Bayesian updating.Background and Motivation
• Background:
The current implementation treats the distributions as independent, without considering any correlations between parameters.
• Motivation:
In many real-world scenarios, parameters often exhibit correlations. By leveraging multiple dispatch to handle a multivariate normal distribution as the prior, we achieve more flexible and realistic sampling.
Implementation Details
• New functionality has been added using multiple dispatch to handle a multivariate distribution as the prior in functions that previously used independent distributions.
Testing
• Test cases have been added in test/runtests.jl for sample generation from the multivariate distribution, and functionality has been confirmed to work as expected.