blackjax

Subpackages

• blackjax.adaptation
  • blackjax.adaptation.base
  • blackjax.adaptation.mass_matrix
  • blackjax.adaptation.meads_adaptation
  • blackjax.adaptation.pathfinder_adaptation
  • blackjax.adaptation.step_size
  • blackjax.adaptation.window_adaptation
• blackjax.mcmc
  • blackjax.mcmc.diffusions
  • blackjax.mcmc.elliptical_slice
  • blackjax.mcmc.ghmc
  • blackjax.mcmc.hmc
  • blackjax.mcmc.integrators
  • blackjax.mcmc.mala
  • blackjax.mcmc.marginal_latent_gaussian
  • blackjax.mcmc.metrics
  • blackjax.mcmc.nuts
  • blackjax.mcmc.periodic_orbital
  • blackjax.mcmc.proposal
  • blackjax.mcmc.random_walk
  • blackjax.mcmc.termination
  • blackjax.mcmc.trajectory
• blackjax.sgmcmc
  • blackjax.sgmcmc.csgld
  • blackjax.sgmcmc.diffusions
  • blackjax.sgmcmc.gradients
  • blackjax.sgmcmc.sghmc
  • blackjax.sgmcmc.sgld
  • blackjax.sgmcmc.sgnht
• blackjax.smc
  • blackjax.smc.adaptive_tempered
  • blackjax.smc.base
  • blackjax.smc.ess
  • blackjax.smc.resampling
  • blackjax.smc.solver
  • blackjax.smc.tempered
• blackjax.vi
  • blackjax.vi.meanfield_vi
  • blackjax.vi.pathfinder
  • blackjax.vi.svgd

Submodules

• blackjax.diagnostics

Package Contents

Classes

elliptical_slice	Implements the (basic) user interface for the Elliptical Slice sampling kernel.
ghmc	Implements the (basic) user interface for the Generalized HMC kernel.
hmc	Implements the (basic) user interface for the HMC kernel.
mala	Implements the (basic) user interface for the MALA kernel.
mgrad_gaussian	Implements the marginal sampler for latent Gaussian model of [TP18].
nuts	Implements the (basic) user interface for the nuts kernel.
orbital_hmc	Implements the (basic) user interface for the Periodic orbital MCMC kernel.
additive_step_random_walk	Implements the user interface for the Additive Step RMH
irmh	Implements the (basic) user interface for the independent RMH.
rmh	Implements the user interface for the RMH.
csgld	Implements the (basic) user interface for the Contour SGLD kernel.
sghmc	Implements the (basic) user interface for the SGHMC kernel.
sgld	Implements the (basic) user interface for the SGLD kernel.
sgnht	Implements the (basic) user interface for the SGNHT kernel.
adaptive_tempered_smc	Implements the (basic) user interface for the Adaptive Tempered SMC kernel.
tempered_smc	Implements the (basic) user interface for the Adaptive Tempered SMC kernel.
meanfield_vi	High-level implementation of Mean-Field Variational Inference.
pathfinder	Implements the (basic) user interface for the pathfinder kernel.
svgd	Implements the (basic) user interface for the svgd algorithm.

Functions

meads_adaptation(→ blackjax.base.AdaptationAlgorithm)	Adapt the parameters of the Generalized HMC algorithm.
pathfinder_adaptation(→ blackjax.base.AdaptationAlgorithm)	Adapt the value of the inverse mass matrix and step size parameters of
window_adaptation(→ blackjax.base.AdaptationAlgorithm)	Adapt the value of the inverse mass matrix and step size parameters of
ess(→ blackjax.types.Array)	Compute estimate of the effective sample size (ess).
rhat(→ blackjax.types.Array)	Gelman and Rubin (1992)'s potential scale reduction for computing multiple MCMC chain convergence.