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Documenting Barker's proposal (#600)
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AdrienCorenflos authored Dec 2, 2023
1 parent ece6861 commit 3845635
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2 changes: 1 addition & 1 deletion Makefile
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Expand Up @@ -12,4 +12,4 @@ release:

build-docs:
pip install -r requirements-doc.txt
sphinx-build -b html docs docs/_build/html
PYDEVD_DISABLE_FILE_VALIDATION=1 sphinx-build -b html docs docs/_build/html
3 changes: 2 additions & 1 deletion blackjax/mcmc/barker.py
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Expand Up @@ -131,7 +131,8 @@ def kernel(


class barker_proposal:
"""Implements the (basic) user interface for the Barker's proposal kernel with a Gaussian base kernel.
"""Implements the (basic) user interface for the Barker's proposal :cite:p:`Livingstone2022Barker` kernel with a
Gaussian base kernel.
The general Barker kernel builder (:meth:`blackjax.mcmc.barker.build_kernel`, alias `blackjax.barker.build_kernel`) can be
cumbersome to manipulate. Since most users only need to specify the kernel
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15 changes: 15 additions & 0 deletions docs/refs.bib
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Expand Up @@ -378,3 +378,18 @@ @misc{robnik2023microcanonical
archivePrefix={arXiv},
primaryClass={stat.CO}
}

@article{Livingstone2022Barker,
author = {Livingstone, Samuel and Zanella, Giacomo},
title = "{The Barker Proposal: Combining Robustness and Efficiency in Gradient-Based MCMC}",
journal = {Journal of the Royal Statistical Society Series B: Statistical Methodology},
volume = {84},
number = {2},
pages = {496-523},
year = {2022},
month = {01},
issn = {1369-7412},
doi = {10.1111/rssb.12482},
url = {https://doi.org/10.1111/rssb.12482},
eprint = {https://academic.oup.com/jrsssb/article-pdf/84/2/496/49322274/jrsssb\_84\_2\_496.pdf},
}

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