Adrien Corenflos
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"...
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...
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...