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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.