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Implements Barker's proposal. #596
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Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## main #596 +/- ##
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+ Coverage 99.11% 99.14% +0.02%
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Files 50 51 +1
Lines 2255 2329 +74
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+ Hits 2235 2309 +74
Misses 20 20 ☔ View full report in Codecov by Sentry. |
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Great work! I will need a bit more time on the main implementation itself, so just sending a first round of quick comments.
Yeah, I had left it open for a while because I thought it was a great entry point for newcomers, but then nobody picked it in over a year so... |
Co-authored-by: Junpeng Lao <[email protected]>
Co-authored-by: Junpeng Lao <[email protected]>
…etter value fixed it.
Thanks!! |
* Implements Barker's proposal. * Implement cosmetic fixed * Update tests/mcmc/test_sampling.py Co-authored-by: Junpeng Lao <[email protected]> * Still cosmetic fixed as suggested by Junpeng * Update blackjax/mcmc/barker.py Co-authored-by: Junpeng Lao <[email protected]> * Still cosmetic fixes as suggested by Junpeng * test failed due to numerical precision. Changing the step size to a better value fixed it. --------- Co-authored-by: Junpeng Lao <[email protected]>
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This implements #208
The sampler is tested against the suite of toy examples + the proposal is tested against its PDF. I don't have time to implement an example (also btw, the link in the PR guidelines for the example does not work).