Generalize tuning algorithm for adjusted MCLMC to other samplers

blackjax-devs / blackjax

BlackJAX is a Bayesian Inference library designed for ease of use, speed and modularity.

https://blackjax-devs.github.io/blackjax/

Apache License 2.0

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Generalize tuning algorithm for adjusted MCLMC to other samplers #677

Open reubenharry opened 4 months ago

reubenharry commented 4 months ago

Current behavior

Our current tuning algorithm for (adjusted) MCLMC (forthcoming) is presented as being specific to this algorithm, but would also work as a tuning scheme for HMC.

Desired behavior

Change the name of the scheme, and permit it to be used for HMC. Provide an example.