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Implement mass matrix in Barker's kernel

Open AdrienCorenflos opened this issue 6 months ago • 0 comments

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 should check that barker for π(x) with mass matrix M has exactly the same outputs as the scaled version as per appendix G.

AdrienCorenflos avatar Aug 22 '24 16:08 AdrienCorenflos