Thank you for realization the subsampling HMC!
I have two questions about the implementation
- As I know, the variance of the log likelihood is one of the key parameters of the subsampling MCMC. But I can not find a way how to control it or return it to user.
The variance calculates in the function perturbed_method and it is not stored in the memory.
Am I miss smth or in the current version I can not control/return the variance?