Jax implementation of Riemannian Monte Carlo methods based on blackjax library.
- Riemann Manifold Langevin and Hamiltonian Monte Carlo (Girolami et al. 2011).
- Lagrangian Dynamical Monte Carlo (Lan et al. 2015).
- Lagrangian Manifold Monte Carlo on Monge patches (Hartmann et al. 2022).
Install requirements by running in terminal pip install -r requirements.txt.
The installation can be done with the terminal command pip install -e . from the directory containing this README.
For an example of usage refer to examples/funnel.