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As a step between HMC and NUTS it is a very good algorithm to have in Blackjax to demonstrate the flexibility of our internals. It also supposedly produces better samples that standard HMC.
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There are several algorithms in https://arxiv.org/abs/2001.05033 that should be simple to implement.:
- *HMC-COUPLED* is a kernel that runs two identical kernels with the same `rng_key`;
```pyth…
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Hi Stefano,
Flagging some interesting behaviour I've come across with the package.
Problem: The 1d credible intervals plot is showing different results in terms of rank, credible interval and FDR …
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You [mentioned](https://discourse.julialang.org/t/mcmc-landscape/25654/40) having a toy implementation for RHMC. Is the code available somewhere? I would like to experiment with it using [higher order…
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When I used the DRAMSpec output for HMC parameters (all combinations of technology and architectural I/P) in DRAMPower to calculate energy, I always got a negative value for act_energy. Here is the fo…
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#### Summary:
The dynamic HMC algorithm can be parallelized to run the forward and backward sweeps in independence. See for a description and a decent evaluation the thread on discourse:
https://d…
wds15 updated
3 years ago
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Pyro's HMC and NUTS implementations are feature-complete and well-tested, but they are quite slow in models like the one in our [Bayesian regression tutorial](http://pyro.ai/examples/bayesian_regressi…
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#### Summary:
Extend the functionality added in https://github.com/stan-dev/stan/pull/3230 to return the Hessian and the condition number of the Hessian at the end of adaptation.
#### Descript…
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Hi all, I've been working with the HMC Gibbs sampler.
Thanks for your work on this, I think it's a really unique and powerful feature. I've written an example notebook (a
ttached). This uses HMC …
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Stan produces some information about the mixing and rejection rate of the markov chain. We should plot this as part of our model checking.