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Module: oryx.experimental.mcmc.kernels

Contains probabilistic program kernels for MCMC.

Functions

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.