Contributing rmhmc to BlackJAX

dfm / rmhmc

Riemannian HMC in JAX

MIT License

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Contributing rmhmc to BlackJAX #1

Open junpenglao opened 2 years ago

junpenglao commented 2 years ago

Hi Dan, I am wondering if you are interested in upstream this to BlackJAX.

Some benefits:

Easy discoverable for broader Bayesian Computation community
We will maintain it for you (forward compatibility)!
Easy comparison with other MCMC algorithm (for benchmarking, numerical analysis)

cc @rlouf

dfm commented 2 years ago

👋 I'm definitely keen! I did consider it initially (ages ago), but didn't get too far because of technical details of the BlackJAX implementation that I don't totally remember (difficulties swapping out integrator? baked in mass matrix specification? dunno.). I'm completely swamped at the moment so probably can't lead a PR in the short term, but happy to chat/consult or revisit in a few months.