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TuringLang / AdvancedHMC.jl

Robust, modular and efficient implementation of advanced Hamiltonian Monte Carlo algorithms
https://turinglang.org/AdvancedHMC.jl/
MIT License
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Support for RMHMC with explicit integrator #279

Closed grinisrit closed 1 year ago

grinisrit commented 2 years ago

Add the Explicit RMHMC algorithm from @article{cobb2019introducing, title={Introducing an Explicit Symplectic Integration Scheme for Riemannian Manifold Hamiltonian Monte Carlo}, author={Cobb, Adam D and Baydin, At{\i}l{\i}m G{\"u}ne{\c{s}} and Markham, Andrew and Roberts, Stephen J}, journal={arXiv preprint arXiv:1910.06243}, year={2019} }

Moelf commented 2 years ago

https://github.com/TuringLang/AdvancedHMC.jl/issues/6

also @willtebbutt mentioned in https://github.com/TuringLang/Turing.jl/issues/815#issuecomment-503138636