`blackjax.sgmcmc.diffusions`#

Solvers for Langevin diffusions.

Module Contents#

`overdamped_langevin`()	Euler solver for overdamped Langevin diffusion.
`sghmc`([alpha, beta])	Euler solver for the diffusion equation of the SGHMC algorithm [CFG14],
`sgnht`([alpha, beta])	Euler solver for the diffusion equation of the SGNHT algorithm [DFB+14].

overdamped_langevin()[source]#

Euler solver for overdamped Langevin diffusion.

This algorithm was ported from [CN22].

sghmc(alpha: float = 0.01, beta: float = 0)[source]#

Euler solver for the diffusion equation of the SGHMC algorithm [CFG14], with parameters alpha and beta scaled according to [MCF15].

This algorithm was ported from [CN22].

sgnht(alpha: float = 0.01, beta: float = 0)[source]#

Euler solver for the diffusion equation of the SGNHT algorithm [DFB+14].

This algorithm was ported from [CN22].