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Module: oryx.experimental.mcmc

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.