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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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Add Omelyan integrator #678

Closed reubenharry closed 4 months ago

reubenharry commented 4 months ago

Current behavior

An integrator that isn't currently included in blackjax is the one with coefficients:

b1 = 0.08398315262876693
a1 = 0.2539785108410595
b2 = 0.6822365335719091
a2 = -0.03230286765269967
b3  = 0.5 - b1 - b2
a3 = 1 - 2 * (a1 + a2)
omelyan_coefficients = [b1, a1, b2, a2, b3, a3, b3, a2, b2, a1, b1]

References:

[I.P. Omelyan, I.M. Mryglod and R. Folk, Comput. Phys. Commun. 151 (2003) 272.], 4MN5FV in [Takaishi, Tetsuya, and Philippe De Forcrand. "Testing and tuning symplectic integrators for the hybrid Monte Carlo algorithm in lattice QCD." Physical Review E 73.3 (2006): 036706.]

Desired behavior

To have this.