blackjax-devs/blackjax

CHMC from A Family of MCMC Methods on Implicitly Defined Manifolds

krzysztofrusek opened this issue · 0 comments

I am starting this issue is to discuss my work on the algorithm from A Family of MCMC Methods on Implicitly Defined Manifolds by @mbrubake as discussed in in #538 .

In the #644 I will migrate from CHMC to blackjax.

TODO

  • RATTLE integrator
  • Implicit manifold metric and momentum generator
  • chmc kernels

Originally posted by @krzysztofrusek in #642