aesara-devs / aehmc

An HMC/NUTS implementation in Aesara
MIT License
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The warmup should be exposed as a kernel #65

Closed rlouf closed 2 years ago

rlouf commented 2 years ago

Following the outline in https://github.com/blackjax-devs/blackjax/issues/171. The reason we want to do that is to be able to interleave sampling and warmup steps when not all variables are sampled with the HMC/NUTS sampler; the current API to the warmup just runs the warmup for a set number of steps.

Be more specific

This also means we could separate step functions and adaptation steps (that take chain state as an input)?