blackjax.mcmc.composed#
The GIST (Gibbs self-tuning) sampler family: general seam plus instances.
Single-folder package (mirrors blackjax.adaptation.meta) bundling the
general kernel spine (_seam) with its shipped
instances – step_size (self-tuning step size,
autoStep-style, blackjax.gist_step_size) and
trajectory_length (self-tuning trajectory
length, no-U-turn, blackjax.gist_trajectory_length). A composed
step-size x trajectory-length instance is planned as this package’s next
addition.
References: [1] Bou-Rabee, Carpenter, Marsden, “GIST: Gibbs self-tuning for locally adaptive Hamiltonian Monte Carlo”, arXiv:2404.15253; [2] Bou-Rabee, Carpenter, Kleppe, Marsden, “Incorporating Local Step-Size Adaptivity into the No-U-Turn Sampler using Gibbs Self Tuning”, arXiv:2408.08259 – the published sources of the composition machinery.