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Implement mass matrix in Barker's kernel #725

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AdrienCorenflos opened this issue Aug 22, 2024 · 0 comments
Open

Implement mass matrix in Barker's kernel #725

AdrienCorenflos opened this issue Aug 22, 2024 · 0 comments
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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

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@AdrienCorenflos
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AdrienCorenflos commented Aug 22, 2024

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

inverse_mass_matrix: metrics.MetricTypes,

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.

@AdrienCorenflos AdrienCorenflos added enhancement New feature or request good first issue Good for newcomers help wanted Extra attention is needed adaptation Issue related to the adaptation mcmc MCMC samplers labels Aug 22, 2024
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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
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