Implement mass matrix in Barker's kernel #725
Labels
adaptation
Issue related to the adaptation
enhancement
New feature or request
good first issue
Good for newcomers
help wanted
Extra attention is needed
mcmc
MCMC samplers
Barker's proposal should take in a mass matrix for pre-conditioning. The change should follow appendix G here https://arxiv.org/abs/1908.11812 and the interface of HMC
blackjax/blackjax/mcmc/hmc.py
Line 120 in 4a11236
As a unit test, the implementer should check that barker for π(x) with mass matrix M has exactly the same outputs as the scaled version as per appendix G.
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