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Add Gradient based sampler for latent Gaussian models #247
Add Gradient based sampler for latent Gaussian models #247
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Codecov Report
@@ Coverage Diff @@
## main #247 +/- ##
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+ Coverage 98.33% 98.40% +0.07%
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Files 41 42 +1
Lines 1621 1693 +72
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+ Hits 1594 1666 +72
Misses 27 27
Continue to review full report at Codecov.
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blackjax/__init__.py
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@@ -5,6 +5,7 @@ | |||
elliptical_slice, | |||
hmc, | |||
mala, | |||
marginal_latent_gaussian, |
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Should we just go with mGrad
like in the paper?
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It's not very standard...
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That being said, if you want to change the name, please do. I'm not attached to it.
Renamed to |
This is a clean up of the commit history of #228, implementing the marginal sampler of https://rss.onlinelibrary.wiley.com/doi/full/10.1111/rssb.12269.