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Module for Markov Chain Monte Carlo.
Modules
kernels
module: Contains probabilistic program kernels for MCMC.
utils
module: Contains MCMC utilities.
Functions
constrain(...)
: Returns a log prob function that operates in an unconstrained space.
hmc(...)
: Makes a Hamiltonian Monte Carlo step function.
mala(...)
: Makes a Metropolis-adjusted Langevin algorithm (MALA) step function.
metropolis(...)
: Returns a program that takes a Metropolis step with an inner kernel.
metropolis_hastings(...)
: Returns a program that takes a Metropolis-Hastings step.
random_walk(...)
: Returns a probabilistic program that takes a Gaussian step with a provided variance.
sample_chain(...)
: Runs several steps of MCMC.