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PPL INTEGRATION

  • Aesara
  • Numpyro
  • Oryx
  • PyMC
  • Tensorflow-Probability

HOW TO

  • Sample with multiple chains?
  • Use custom gradients?
  • Use non-JAX log-prob functions?
  • Build a Metropolis-Within-Gibbs sampler?

LEARN BY EXAMPLE

  • The Sampling Book

API

  • API Reference
    • blackjax.adaptation
      • blackjax.adaptation.base
      • blackjax.adaptation.mass_matrix
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      • blackjax.adaptation.pathfinder_adaptation
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    • 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
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      • blackjax.smc.solver
      • blackjax.smc.tempered
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blackjax.mcmc.diffusions

Contents

  • Module Contents
    • Functions
      • overdamped_langevin()

blackjax.mcmc.diffusions#

Solvers for Langevin diffusions.

Module Contents#

Functions#

overdamped_langevin(logdensity_grad_fn)

Euler solver for overdamped Langevin diffusion.
overdamped_langevin(logdensity_grad_fn)[source]#

Euler solver for overdamped Langevin diffusion.

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blackjax.mcmc

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blackjax.mcmc.elliptical_slice
Contents
  • Module Contents
    • Functions
      • overdamped_langevin()

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