JakobRobnik / MicroCanonicalHMC

MCHMC: sampler from an arbitrary differentiable distribution
GNU General Public License v3.0
70 stars 9 forks source link

Microcanonical Hamiltonian Monte Carlo (MCHMC)

This repository exists to benchmark and develop applications and extensions of the Microcanonical Hamiltonian Monte Carlo algorithm.

For an open-source implementation, please refer to https://blackjax-devs.github.io/sampling-book/algorithms/mclmc.html for the details of the algorithm https://microcanonical-monte-carlo.netlify.app/.

If you encounter any issues do not hesitate to contact us at jakob_robnik@berkeley.edu.