blackjax#

Subpackages#

Submodules#

Package Contents#

Functions#

chees_adaptation(→ blackjax.base.AdaptationAlgorithm)

Adapt the step size and trajectory length (number of integration steps / step size)

mclmc_find_L_and_step_size(mclmc_kernel, num_steps, ...)

Finds the optimal value of the parameters for the MCLMC algorithm.

meads_adaptation(→ blackjax.base.AdaptationAlgorithm)

Adapt the parameters of the Generalized HMC algorithm.

pathfinder_adaptation(→ blackjax.base.AdaptationAlgorithm)

Adapt the value of the inverse mass matrix and step size parameters of

window_adaptation(→ blackjax.base.AdaptationAlgorithm)

Adapt the value of the inverse mass matrix and step size parameters of

ess(→ blackjax.types.Array)

Compute estimate of the effective sample size (ess).

rhat(→ blackjax.types.Array)

Gelman and Rubin (1992)'s potential scale reduction for computing multiple MCMC chain convergence.

Attributes#

__version__