emaballarin/nmc-numpyro

🎲🔥 Unofficial implementation of Newtonian Monte Carlo MCMC sampling algorithm (after Arora et al., 2020) in JAX/NumPyro, with full NumPyro-API compatibility

Python

Issues

Unwrap parameters from ParamInfo before returning | Avoid ParamInfo altogether
#3 opened 3 years ago by emaballarin
0
Reduce the number of new object instantiations in state transition
#2 opened 3 years ago by emaballarin
0
Improve efficiency by "recovering" Gaussian covariance matrix eigenvalues only when needed
#1 opened 3 years ago by emaballarin
0