Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

More SGMCMC methods #62

Open
SamDuffield opened this issue Apr 16, 2024 · 1 comment
Open

More SGMCMC methods #62

SamDuffield opened this issue Apr 16, 2024 · 1 comment
Labels
new method New algorithm

Comments

@SamDuffield
Copy link
Contributor

SamDuffield commented Apr 16, 2024

In particular we could add the SGNHT algorithm (paper, code).

And perhaps also SGHMC and SGHNT algorithms that use the BAOAB integrator rather than Euler-Maruyama, comprehensive info in Leimkuhler and Matthews textbook (p271 and p350)

In all cases we should be carefully implement with a temperature parameter that accepts the value 0 and to only evaluate the gradient once per iteration.

@SamDuffield SamDuffield added the new method New algorithm label Apr 16, 2024
@SamDuffield SamDuffield mentioned this issue May 14, 2024
@SamDuffield
Copy link
Contributor Author

SGNHT added in #89

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
new method New algorithm
Projects
None yet
Development

No branches or pull requests

1 participant