blackjax.sgmcmc.diffusions

Solvers for Langevin diffusions.

Functions

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].

Module Contents

overdamped_langevin()

Euler solver for overdamped Langevin diffusion.

This algorithm was ported from [CN22].

sghmc(alpha: float = 0.01, beta: float = 0)

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)

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

This algorithm was ported from [CN22].