Integrate with BlackJAX - Githubissues

matt-graham / mici

Manifold Markov chain Monte Carlo methods in Python

https://matt-graham.github.io/mici/

MIT License

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Integrate with BlackJAX #5

Open junpenglao opened 2 years ago

junpenglao commented 2 years ago

Hi Matt, We (me and @rlouf) are developer for BlackJAX, a MCMC library build on top of JAX with initial heavy focus on HMC. We are wondering if you are interested in integrating your library with BlackJAX, actually we already have somewhat similar structure as your library have in mind, for example:

Hamiltonian systems but we only have GaussianEuclideanMetricSystem right now
Symplectic integrators (we have a few implemented)

Some other benefits of integrating with BlackJAX:

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)

Please let us know what you think :-)