contrib.blackjax.BlackjaxMCLMCKernel

BlackJAX Microcanonical Langevin Monte Carlo (MCLMC).

Usage

Source

contrib.blackjax.BlackjaxMCLMCKernel(
    model=None,
    *,
    num_tuning_steps=500,
)

The step size, trajectory length L, and diagonal preconditioner (inverse mass matrix) are tuned once in ~_BlackjaxKernel.init() via blackjax.mclmc_find_L_and_step_size; each MCMC step is then a single tuned MCLMC step.

Parameters

model: ForecastModel | None = None

The NumPyro model to sample from.

num_tuning_steps: int = 500

Number of tuning steps for L and the step size.