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Add simple RandomWalkKernel #3311

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merged 9 commits into from
Jan 5, 2024
Merged

Add simple RandomWalkKernel #3311

merged 9 commits into from
Jan 5, 2024

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martinjankowiak
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Add a simple gradient-free kernel to complements HMC/NUTS.

  • isotropic gaussian proposal
  • simple adaptation scheme to adapt step size

Martin Jankowiak added 2 commits January 4, 2024 09:09
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@fritzo fritzo left a comment

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Looks clean and simple!

@fritzo fritzo merged commit f4a6168 into dev Jan 5, 2024
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2 participants