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flatironinstitute / bayes-kit

Bayesian inference and posterior analysis for Python
MIT License
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Delayed Rejection Generalized HMC #38

Closed gil2rok closed 1 year ago

gil2rok commented 1 year ago

Sampler and (basic) tests for Delayed Rejection Generalized HMC (DrGhmc).

It allows for probabilistic DrGhmc, setting the number of proposals, the dampening factor, etc. Code is well-documented and tries to be as readable as possible. The DrGhmc signature attempts to mimic Hmc as close as possible. I incorporate the types @WardBrian just added.

FYI: My commit history is likely very messy because I struggled to properly pull in the recent type changes from the main branch.

WardBrian commented 1 year ago

Hi @gil2rok - this looks like it is marking a lot of files as edited that weren't really. Do you think it would be reasonable to start a fresh branch off main and copy over your changes into that? If it's just a couple files that actually changed it shouldn't be too bad, and makes this much easier to review

gil2rok commented 1 year ago

Yeah, I can do that.

gil2rok commented 1 year ago

This pull request is too messy. I made a new branch, drghmc, and created a new pull request #39 instead.