Adrien Corenflos

Results 17 issues of Adrien Corenflos

# Thank you for opening a PR! A few important guidelines and requirements before we can merge your PR: - [ ] *If I add a new sampler*, there is...

### Presentation of the new sampler This is a discretised version of the bouncy particle sampler (see https://github.com/blackjax-devs/blackjax/issues/241), which happens to not require simulating Poisson processes and to have "classical"...

enhancement
help wanted
sampler
mcmc

Hi, In your phi-irreducibility informal definition (Ch3 p 3) it seems to me like you are missing the condition phi(A) > 0 (at least if you are using the same...

Hello, Small typo here, but in your description of Gibbs sampling, you introduce an index I (upper case i) p12 which happens to not be used (or rather to be...

Hello, Thanks a lot for making these notes available, I'm only at Chapter 2 already am learning a lot from them! I noticed a mistake in your description of W_k^k...

Barker's proposal should take in a mass matrix for pre-conditioning. The change should follow appendix G here https://arxiv.org/abs/1908.11812 and the interface of HMC https://github.com/blackjax-devs/blackjax/blob/4a11236930a49cf06ebb41e530002a90c6ecec21/blackjax/mcmc/hmc.py#L120 As a unit test, the implementer...

enhancement
good first issue
help wanted
adaptation
mcmc

This makes the new O(N) smoothing algos available for backward sampling in CSMC. This is not very useful for cheap models, as the cost of sampling a single trajectory is...