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Published 20 hours ago • verified publisher icon TuringLang

Support for RMHMC with explicit integrator

Open grinisrit opened this issue 4 years ago • 1 comments

Add the Explicit RMHMC algorithm from @article{cobb2019introducing, title={Introducing an Explicit Symplectic Integration Scheme for Riemannian Manifold Hamiltonian Monte Carlo}, author={Cobb, Adam D and Baydin, At{\i}l{\i}m G{"u}ne{\c{s}} and Markham, Andrew and Roberts, Stephen J}, journal={arXiv preprint arXiv:1910.06243}, year={2019} }

grinisrit avatar Oct 05 '21 16:10 grinisrit

https://github.com/TuringLang/AdvancedHMC.jl/issues/6

also @willtebbutt mentioned in https://github.com/TuringLang/Turing.jl/issues/815#issuecomment-503138636

Moelf avatar Oct 05 '21 19:10 Moelf