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