Road map of this project

jeremiecoullon / SGMCMCJax

Lightweight library of stochastic gradient MCMC algorithms written in JAX.

https://sgmcmcjax.readthedocs.io/en/latest/index.html

Apache License 2.0

95 stars 8 forks source link

Road map of this project #21

Open junpenglao opened 3 years ago

junpenglao commented 3 years ago

Hi @jeremiecoullon, I am one of the developer of https://github.com/blackjax-devs/blackjax, a library aim to provide lightweight modern MCMC methods (turnkey HMC and NUTS). Kevin Murphy was kind enough to point us to this repository, having a quick look I think the API is very similar to our Sequential monte carlos API. Thus I am curious whether you are interested to port your library into BlackJAX? Happy to discuss further offline if you are interested :-)

junpenglao commented 3 years ago

cc @AdrienCorenflos @rlouf

jeremiecoullon commented 3 years ago

Thanks for getting touch! This is a very interesting idea; I would love to discuss this with you offline! I'll email you.