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Jax samplers: 3 ways

blog post: link

Code to reproduce the results in the "Jax 3 ways" blog post.

Installation:

  • virtualenv venv; source venv/bin/activate
  • pip install -r requirements.txt

Scripts

To run all the examples, simply run the bash script: run_all_samplers.sh

ULA

  • run_ULA_increase_data.py
  • run_ULA_increase_dimension.py

MALA

  • run_MALA_increase_data.py
  • run_MALA_increase_dimension.py

SGLD

  • run_SGLD_increase_data.py
  • run_SGLD_increase_dimension.py

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Code to reproduce Jax samplers from blog post

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