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🎲🔥 Unofficial implementation of Newtonian Monte Carlo MCMC sampling algorithm (after Arora et al., 2020) in JAX/NumPyro, with full NumPyro-API compatibility

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Name		Name	Last commit message	Last commit date
Latest commit History 18 Commits
examples		examples
nmc_numpyro		nmc_numpyro
papers		papers
.gitignore		.gitignore
README.md		README.md
requirements.txt		requirements.txt
setup.py		setup.py

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nmc-numpyro

JAX/NumPyro-based unofficial implementation of the Newtonian Monte-Carlo MCMC sampling algorithm, as proposed in Newtonian Monte Carlo: single-site MCMC meets second-order gradient methods (Arora et al., 2020).

This repository originally started as a best-effort- maintained, repackaged, and eventually improved fork of @Johanpdrsn's repository.