blackjax.mcmc.diffusions

Solvers for Langevin diffusions.

Functions

overdamped_langevin(logdensity_grad_fn)

Euler solver for overdamped Langevin diffusion.

Module Contents

overdamped_langevin(logdensity_grad_fn)

Euler solver for overdamped Langevin diffusion.

Parameters:

logdensity_grad_fn – A function that returns a (logdensity, logdensity_grad) tuple given a position and optional batch arguments.

Return type:

A one_step function that advances the diffusion by one Euler step.