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An implementation of a family of MCMC methods on implicitly defined manifolds

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jax_chmc

An implementation of a family of MCMC methods on implicitly defined manifolds

The api is similar to the one from blackjax but is slightly simplified, and closer to the original MATLAB implementation by @mbrubake .

Project Status

jax_chmc is still in its early phase. We are actively improving various software components. It is still quite far from ready for everyday use and is made available without any support at the moment.

Installation

You can install jax_chmc via pip:

$ pip install jax_chmc

Development

To develop and modify jax_chmc, you need to install hatch, a tool for Python packaging and dependency management.

To enter a virtual environment for testing or debugging, you can run:

$ hatch shell

Running tests

jax_chmc uses Pytest for testing. To run the tests, use the following command:

$ hatch run test 

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An implementation of a family of MCMC methods on implicitly defined manifolds

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