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I1137 horowitz langevin mcmc #1138

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680797c
conerting HMC to Langevin MCMC
DavAug May 15, 2020
1ee7748
make HorowitzLangevinMCMC importable
DavAug May 15, 2020
dc16ac5
test functionalilty of langevinMCMC
DavAug May 15, 2020
a761ed4
persistent momentum update according to Horowitz
DavAug May 15, 2020
17140da
interface for alpha
DavAug May 15, 2020
b26e832
Complete tests
DavAug May 15, 2020
eb5a039
Updated docstring
DavAug May 15, 2020
17ece8b
renaming to NealLangevin
DavAug May 16, 2020
8714650
non-reversible updates of u
DavAug May 17, 2020
2822b91
flake8
DavAug May 17, 2020
b3a3f51
flake8
DavAug May 17, 2020
32bc813
Add neal_langevin_mcmc docs
chonlei May 18, 2020
8a6c6b2
Update index
chonlei May 18, 2020
ad2611b
Change name to Neal Langevin MCMC
chonlei May 18, 2020
85c80d5
test u<-1 reflection
DavAug May 18, 2020
75aebba
updated docstring of NealLangevinSampler
DavAug May 19, 2020
668d350
update of method docstrings
DavAug May 19, 2020
a466f1d
example notebook, persistance on / off
DavAug May 19, 2020
3569ae8
notebook example unform u versus slow updates
DavAug May 19, 2020
8e445bd
Include Neal Langevin Notebook in README
DavAug May 19, 2020
a56844f
Better explanation in notebook
DavAug May 19, 2020
fcd74af
updated notebook description
DavAug May 19, 2020
59c3857
Merge branch 'master' into i1137-Horowitz-Langevin-MCMC
DavAug Jul 3, 2020
a8d2350
Merge branch 'master' into i1137-Horowitz-Langevin-MCMC
MichaelClerx Jul 20, 2021
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1 change: 1 addition & 0 deletions pints/__init__.py
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Expand Up @@ -210,6 +210,7 @@ def version(formatted=False):
from ._mcmc._haario_bardenet_ac import HaarioBardenetACMC
from ._mcmc._haario_bardenet_ac import AdaptiveCovarianceMCMC
from ._mcmc._hamiltonian import HamiltonianMCMC
from ._mcmc._horowitz_langevin import HorowitzLangevinMCMC
from ._mcmc._mala import MALAMCMC
from ._mcmc._metropolis import MetropolisRandomWalkMCMC
from ._mcmc._monomial_gamma_hamiltonian import MonomialGammaHamiltonianMCMC
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