Index

A

acceptance_rate (BarkerInfo attribute) (HMCInfo attribute) (MALAInfo attribute) (MarginalInfo attribute) (NUTSInfo attribute) (RWInfo attribute) adaptation_state (AdaptationInfo attribute) AdaptationInfo (class in blackjax.adaptation.base) AdaptationResults (class in blackjax.adaptation.base) additive_step_random_walk() (in module blackjax.mcmc.random_walk) alpha (MEADSAdaptationState attribute) (PathfinderState attribute) ancestors (SMCInfo attribute) append_to_trajectory() (in module blackjax.mcmc.trajectory) approximate() (in module blackjax.vi.pathfinder) as_top_level_api() (in module blackjax.mcmc.barker) (in module blackjax.mcmc.dynamic_hmc) (in module blackjax.mcmc.elliptical_slice) (in module blackjax.mcmc.ghmc) (in module blackjax.mcmc.hmc) (in module blackjax.mcmc.mala) (in module blackjax.mcmc.marginal_latent_gaussian) (in module blackjax.mcmc.mclmc) (in module blackjax.mcmc.nuts) (in module blackjax.mcmc.periodic_orbital) (in module blackjax.mcmc.rmhmc) (in module blackjax.sgmcmc.csgld) (in module blackjax.sgmcmc.sghmc) (in module blackjax.sgmcmc.sgld) (in module blackjax.sgmcmc.sgnht) (in module blackjax.smc.adaptive_tempered) (in module blackjax.smc.inner_kernel_tuning) (in module blackjax.smc.partial_posteriors_path) (in module blackjax.smc.tempered) (in module blackjax.vi.meanfield_vi) (in module blackjax.vi.pathfinder) (in module blackjax.vi.svgd)

avg_error (DualAveragingAdaptationState attribute)

B

BarkerInfo (class in blackjax.mcmc.barker) BarkerState (class in blackjax.mcmc.barker) base() (in module blackjax.adaptation.chees_adaptation) (in module blackjax.adaptation.meads_adaptation) (in module blackjax.adaptation.pathfinder_adaptation) (in module blackjax.adaptation.window_adaptation) beta (PathfinderState attribute) blackjax module blackjax.adaptation module blackjax.adaptation.base module blackjax.adaptation.chees_adaptation module blackjax.adaptation.mass_matrix module blackjax.adaptation.mclmc_adaptation module blackjax.adaptation.meads_adaptation module blackjax.adaptation.pathfinder_adaptation module blackjax.adaptation.step_size module blackjax.adaptation.window_adaptation module blackjax.diagnostics module blackjax.mcmc module blackjax.mcmc.barker module blackjax.mcmc.diffusions module blackjax.mcmc.dynamic_hmc module blackjax.mcmc.elliptical_slice module blackjax.mcmc.ghmc module blackjax.mcmc.hmc module blackjax.mcmc.integrators module blackjax.mcmc.mala module blackjax.mcmc.marginal_latent_gaussian module blackjax.mcmc.mclmc module blackjax.mcmc.metrics module blackjax.mcmc.nuts module blackjax.mcmc.periodic_orbital module blackjax.mcmc.proposal module blackjax.mcmc.random_walk module blackjax.mcmc.rmhmc module blackjax.mcmc.termination module blackjax.mcmc.trajectory module blackjax.sgmcmc module blackjax.sgmcmc.csgld module blackjax.sgmcmc.diffusions module

blackjax.sgmcmc.gradients module blackjax.sgmcmc.sghmc module blackjax.sgmcmc.sgld module blackjax.sgmcmc.sgnht module blackjax.smc module blackjax.smc.adaptive_tempered module blackjax.smc.base module blackjax.smc.ess module blackjax.smc.from_mcmc module blackjax.smc.inner_kernel_tuning module blackjax.smc.partial_posteriors_path module blackjax.smc.resampling module blackjax.smc.solver module blackjax.smc.tempered module blackjax.smc.tuning module blackjax.smc.tuning.from_kernel_info module blackjax.smc.tuning.from_particles module blackjax.smc.waste_free module blackjax.vi module blackjax.vi.meanfield_vi module blackjax.vi.pathfinder module blackjax.vi.schrodinger_follmer module blackjax.vi.svgd module build_additive_step() (in module blackjax.mcmc.random_walk) build_irmh() (in module blackjax.mcmc.random_walk) build_kernel (in module blackjax.mcmc.rmhmc) build_kernel() (in module blackjax.mcmc.barker) (in module blackjax.mcmc.dynamic_hmc) (in module blackjax.mcmc.elliptical_slice) (in module blackjax.mcmc.ghmc) (in module blackjax.mcmc.hmc) (in module blackjax.mcmc.mala) (in module blackjax.mcmc.marginal_latent_gaussian) (in module blackjax.mcmc.mclmc) (in module blackjax.mcmc.nuts) (in module blackjax.mcmc.periodic_orbital) (in module blackjax.sgmcmc.csgld) (in module blackjax.sgmcmc.sghmc) (in module blackjax.sgmcmc.sgld) (in module blackjax.sgmcmc.sgnht) (in module blackjax.smc.adaptive_tempered) (in module blackjax.smc.from_mcmc) (in module blackjax.smc.inner_kernel_tuning) (in module blackjax.smc.partial_posteriors_path) (in module blackjax.smc.tempered) (in module blackjax.vi.svgd) build_rmh() (in module blackjax.mcmc.random_walk) build_rmh_transition_energy() (in module blackjax.mcmc.random_walk) build_schedule() (in module blackjax.adaptation.window_adaptation)

C

chees_adaptation() (in module blackjax.adaptation.chees_adaptation) ChEESAdaptationState (class in blackjax.adaptation.chees_adaptation) compute_asymmetric_acceptance_ratio() (in module blackjax.mcmc.proposal)

ContourSGLDState (class in blackjax.sgmcmc.csgld) control_variates() (in module blackjax.sgmcmc.gradients) current_iteration (MEADSAdaptationState attribute)

D

da_state (ChEESAdaptationState attribute) data_mask (PartialPosteriorsSMCState attribute) default_metric() (in module blackjax.mcmc.metrics) delta (MEADSAdaptationState attribute) dichotomy() (in module blackjax.smc.solver) directions (PeriodicOrbitalState attribute) dual_averaging_adaptation() (in module blackjax.adaptation.step_size)

DualAveragingAdaptationState (class in blackjax.adaptation.step_size) dynamic_multiplicative_expansion() (in module blackjax.mcmc.trajectory) dynamic_progressive_integration() (in module blackjax.mcmc.trajectory) dynamic_recursive_integration() (in module blackjax.mcmc.trajectory) DynamicExpansionState (class in blackjax.mcmc.trajectory) DynamicHMCState (class in blackjax.mcmc.dynamic_hmc) DynamicIntegrationState (class in blackjax.mcmc.trajectory)

E

effective_sample_size() (in module blackjax.diagnostics) elbo (MFVIInfo attribute) (PathfinderState attribute) EllipSliceInfo (class in blackjax.mcmc.elliptical_slice) EllipSliceState (class in blackjax.mcmc.elliptical_slice) energy (HMCInfo attribute) (NUTSInfo attribute) (Proposal attribute)

energy_change (MCLMCInfo attribute) energy_idx (ContourSGLDState attribute) energy_pdf (ContourSGLDState attribute) ess() (in module blackjax.smc.ess) ess_solver() (in module blackjax.smc.ess) extend_params() (in module blackjax.smc.base)

F

find_reasonable_step_size() (in module blackjax.adaptation.step_size)

G

gamma (PathfinderState attribute) gaussian_euclidean() (in module blackjax.mcmc.metrics) gaussian_riemannian() (in module blackjax.mcmc.metrics) generate_meanfield_logdensity() (in module blackjax.vi.meanfield_vi)

get_filter_adapt_info_fn() (in module blackjax.adaptation.base) GHMCState (class in blackjax.mcmc.ghmc) grad_estimator() (in module blackjax.sgmcmc.gradients) grad_position (PathfinderState attribute)

H

halton_sequence() (in module blackjax.mcmc.dynamic_hmc) handle_nans() (in module blackjax.adaptation.mclmc_adaptation)

hmc_energy() (in module blackjax.mcmc.trajectory) HMCInfo (class in blackjax.mcmc.hmc) HMCState (class in blackjax.mcmc.hmc)

I

idx_max (IterativeUTurnState attribute) idx_min (IterativeUTurnState attribute) imm_state (WindowAdaptationState attribute) implicit_midpoint() (in module blackjax.mcmc.integrators) info (AdaptationInfo attribute) init (in module blackjax.mcmc.nuts) (in module blackjax.mcmc.rmhmc) (in module blackjax.smc.adaptive_tempered) init() (in module blackjax.mcmc.barker) (in module blackjax.mcmc.dynamic_hmc) (in module blackjax.mcmc.elliptical_slice) (in module blackjax.mcmc.ghmc) (in module blackjax.mcmc.hmc) (in module blackjax.mcmc.mala) (in module blackjax.mcmc.marginal_latent_gaussian) (in module blackjax.mcmc.mclmc) (in module blackjax.mcmc.periodic_orbital) (in module blackjax.sgmcmc.csgld) (in module blackjax.sgmcmc.sghmc) (in module blackjax.sgmcmc.sgld) (in module blackjax.sgmcmc.sgnht) (in module blackjax.smc.base) (in module blackjax.smc.inner_kernel_tuning) (in module blackjax.smc.partial_posteriors_path) (in module blackjax.smc.tempered) (in module blackjax.vi.schrodinger_follmer) (in module blackjax.vi.svgd)

inverse_mass_matrix (MassMatrixAdaptationState attribute) (PathfinderAdaptationState attribute) (WindowAdaptationState attribute) irmh_as_top_level_api() (in module blackjax.mcmc.random_walk) is_accepted (BarkerInfo attribute) (HMCInfo attribute) (MALAInfo attribute) (MarginalInfo attribute) (RWInfo attribute) is_divergent (HMCInfo attribute) (NUTSInfo attribute) is_turning (NUTSInfo attribute) isokinetic_mclachlan (in module blackjax.mcmc.integrators) isokinetic_omelyan (in module blackjax.mcmc.integrators) isokinetic_velocity_verlet (in module blackjax.mcmc.integrators) isokinetic_yoshida (in module blackjax.mcmc.integrators) iterative_uturn_numpyro() (in module blackjax.mcmc.termination) IterativeUTurnState (class in blackjax.mcmc.termination)

K

kinetic_change (MCLMCInfo attribute)

L

L (MCLMCAdaptationState attribute) leftmost_state (Trajectory attribute) lmbda (TemperedSMCState attribute) log_ess() (in module blackjax.smc.ess) log_likelihood_increment (SMCInfo attribute) log_step_size (DualAveragingAdaptationState attribute) log_step_size_avg (DualAveragingAdaptationState attribute) log_step_size_moving_average (ChEESAdaptationState attribute) log_trajectory_length_moving_average (ChEESAdaptationState attribute) logdensities (PeriodicOrbitalState attribute) logdensities_grad (PeriodicOrbitalState attribute) logdensity (BarkerState attribute) (DynamicHMCState attribute) (EllipSliceState attribute) (GHMCState attribute) (HMCState attribute) (MALAState attribute) (MarginalState attribute) (MCLMCInfo attribute) (RWState attribute)

logdensity_estimator() (in module blackjax.sgmcmc.gradients) logdensity_grad (BarkerState attribute) (DynamicHMCState attribute) (GHMCState attribute) (HMCState attribute) (MALAState attribute) (MarginalState attribute)

M

m2 (WelfordAlgorithmState attribute) make_adaptation_L() (in module blackjax.adaptation.mclmc_adaptation) make_L_step_size_adaptation() (in module blackjax.adaptation.mclmc_adaptation) MALAInfo (class in blackjax.mcmc.mala) MALAState (class in blackjax.mcmc.mala) MarginalInfo (class in blackjax.mcmc.marginal_latent_gaussian) MarginalState (class in blackjax.mcmc.marginal_latent_gaussian) mass_matrix_adaptation() (in module blackjax.adaptation.mass_matrix) mass_matrix_from_particles() (in module blackjax.smc.tuning.from_particles) MassMatrixAdaptationState (class in blackjax.adaptation.mass_matrix) maximum_eigenvalue() (in module blackjax.adaptation.meads_adaptation) mclachlan (in module blackjax.mcmc.integrators) mclmc_find_L_and_step_size() (in module blackjax.adaptation.mclmc_adaptation) MCLMCAdaptationState (class in blackjax.adaptation.mclmc_adaptation) MCLMCInfo (class in blackjax.mcmc.mclmc) meads_adaptation() (in module blackjax.adaptation.meads_adaptation) MEADSAdaptationState (class in blackjax.adaptation.meads_adaptation) mean (WelfordAlgorithmState attribute) merge_trajectories() (in module blackjax.mcmc.trajectory) MFVIInfo (class in blackjax.vi.meanfield_vi) MFVIState (class in blackjax.vi.meanfield_vi) module blackjax blackjax.adaptation blackjax.adaptation.base blackjax.adaptation.chees_adaptation blackjax.adaptation.mass_matrix blackjax.adaptation.mclmc_adaptation blackjax.adaptation.meads_adaptation blackjax.adaptation.pathfinder_adaptation blackjax.adaptation.step_size blackjax.adaptation.window_adaptation blackjax.diagnostics blackjax.mcmc blackjax.mcmc.barker blackjax.mcmc.diffusions blackjax.mcmc.dynamic_hmc blackjax.mcmc.elliptical_slice blackjax.mcmc.ghmc blackjax.mcmc.hmc blackjax.mcmc.integrators blackjax.mcmc.mala blackjax.mcmc.marginal_latent_gaussian blackjax.mcmc.mclmc blackjax.mcmc.metrics blackjax.mcmc.nuts blackjax.mcmc.periodic_orbital blackjax.mcmc.proposal blackjax.mcmc.random_walk blackjax.mcmc.rmhmc blackjax.mcmc.termination blackjax.mcmc.trajectory blackjax.sgmcmc blackjax.sgmcmc.csgld blackjax.sgmcmc.diffusions blackjax.sgmcmc.gradients blackjax.sgmcmc.sghmc blackjax.sgmcmc.sgld blackjax.sgmcmc.sgnht blackjax.smc blackjax.smc.adaptive_tempered blackjax.smc.base blackjax.smc.ess blackjax.smc.from_mcmc blackjax.smc.inner_kernel_tuning blackjax.smc.partial_posteriors_path blackjax.smc.resampling blackjax.smc.solver blackjax.smc.tempered blackjax.smc.tuning blackjax.smc.tuning.from_kernel_info blackjax.smc.tuning.from_particles blackjax.smc.waste_free blackjax.vi blackjax.vi.meanfield_vi blackjax.vi.pathfinder blackjax.vi.schrodinger_follmer blackjax.vi.svgd

momentum (EllipSliceInfo attribute) (GHMCState attribute) (HMCInfo attribute) (IterativeUTurnState attribute) (NUTSInfo attribute) (SGNHTState attribute) momentum_sum (IterativeUTurnState attribute) (Trajectory attribute) mu (DualAveragingAdaptationState attribute) (MFVIState attribute) multinomial() (in module blackjax.smc.resampling)

N

nonreversible_slice_sampling() (in module blackjax.mcmc.proposal) normal() (in module blackjax.mcmc.random_walk) normal_random_walk() (in module blackjax.mcmc.random_walk) num_integration_steps (HMCInfo attribute) (NUTSInfo attribute)

num_states (Trajectory attribute) num_trajectory_expansions (NUTSInfo attribute) NUTSInfo (class in blackjax.mcmc.nuts)

O

omelyan (in module blackjax.mcmc.integrators) opt_state (MFVIState attribute) optim_state (ChEESAdaptationState attribute)

OPTIMAL_TARGET_ACCEPTANCE_RATE (in module blackjax.adaptation.chees_adaptation) overdamped_langevin() (in module blackjax.mcmc.diffusions) (in module blackjax.sgmcmc.diffusions)

P

parameter_override (StateWithParameterOverride attribute) parameters (AdaptationResults attribute) PartialPosteriorsSMCState (class in blackjax.smc.partial_posteriors_path) particles (PartialPosteriorsSMCState attribute) (SMCState attribute) (TemperedSMCState attribute) particles_covariance_matrix() (in module blackjax.smc.tuning.from_particles) particles_means() (in module blackjax.smc.tuning.from_particles) particles_stds() (in module blackjax.smc.tuning.from_particles) pathfinder_adaptation() (in module blackjax.adaptation.pathfinder_adaptation) PathfinderAdaptationState (class in blackjax.adaptation.pathfinder_adaptation) PathfinderState (class in blackjax.vi.pathfinder) PeriodicOrbitalState (class in blackjax.mcmc.periodic_orbital) position (BarkerState attribute) (ContourSGLDState attribute) (DynamicHMCState attribute) (EllipSliceState attribute) (GHMCState attribute) (HMCState attribute) (MALAState attribute) (MarginalState attribute) (PathfinderState attribute) (RWState attribute) (SchrodingerFollmerState attribute) (SGNHTState attribute)

position_sigma (MEADSAdaptationState attribute) positions (PeriodicOrbitalState attribute) potential_scale_reduction() (in module blackjax.diagnostics) progressive_biased_sampling() (in module blackjax.mcmc.proposal) progressive_uniform_sampling() (in module blackjax.mcmc.proposal) proposal (BarkerInfo attribute) Proposal (class in blackjax.mcmc.proposal) proposal (DynamicExpansionState attribute) (DynamicIntegrationState attribute) (HMCInfo attribute) (MarginalInfo attribute) (RWInfo attribute) proposal_generator() (in module blackjax.mcmc.proposal)

R

random_generator_arg (ChEESAdaptationState attribute) (DynamicHMCState attribute) rbf_kernel() (in module blackjax.vi.svgd) reorder_trajectories() (in module blackjax.mcmc.trajectory) residual() (in module blackjax.smc.resampling) return_all_adapt_info() (in module blackjax.adaptation.base)

rho (MFVIState attribute) rightmost_state (Trajectory attribute) rmh_as_top_level_api() (in module blackjax.mcmc.random_walk) rmh_proposal() (in module blackjax.mcmc.random_walk) RWInfo (class in blackjax.mcmc.random_walk) RWState (class in blackjax.mcmc.random_walk)

S

safe_energy_diff() (in module blackjax.mcmc.proposal) sample() (in module blackjax.vi.meanfield_vi) (in module blackjax.vi.pathfinder) (in module blackjax.vi.schrodinger_follmer) sample_size (WelfordAlgorithmState attribute) sampler_state (StateWithParameterOverride attribute) SchrodingerFollmerState (class in blackjax.vi.schrodinger_follmer) sghmc() (in module blackjax.sgmcmc.diffusions) sgnht() (in module blackjax.sgmcmc.diffusions) SGNHTState (class in blackjax.sgmcmc.sgnht) slice (GHMCState attribute) SMCInfo (class in blackjax.smc.base) SMCState (class in blackjax.smc.base) sqrt_diag_cov (MCLMCAdaptationState attribute) ss_state (PathfinderAdaptationState attribute) (WindowAdaptationState attribute) state (AdaptationInfo attribute) (AdaptationResults attribute) (Proposal attribute)

StateWithParameterOverride (class in blackjax.smc.inner_kernel_tuning) static_binomial_sampling() (in module blackjax.mcmc.proposal) static_integration() (in module blackjax.mcmc.trajectory) step (ChEESAdaptationState attribute) (DualAveragingAdaptationState attribute) (DynamicExpansionState attribute) (DynamicIntegrationState attribute) step() (in module blackjax.smc.base) (in module blackjax.vi.meanfield_vi) (in module blackjax.vi.schrodinger_follmer) step_size (ChEESAdaptationState attribute) (MCLMCAdaptationState attribute) (MEADSAdaptationState attribute) (PathfinderAdaptationState attribute) (WindowAdaptationState attribute) stratified() (in module blackjax.smc.resampling) subiter (EllipSliceInfo attribute) sum_log_p_accept (Proposal attribute) systematic() (in module blackjax.smc.resampling)

T

TemperedSMCState (class in blackjax.smc.tempered) termination_state (DynamicExpansionState attribute) (DynamicIntegrationState attribute) theta (EllipSliceInfo attribute) time (SchrodingerFollmerState attribute) Trajectory (class in blackjax.mcmc.trajectory)

trajectory (DynamicExpansionState attribute) (DynamicIntegrationState attribute) trajectory_leftmost_state (NUTSInfo attribute) trajectory_length (ChEESAdaptationState attribute) trajectory_rightmost_state (NUTSInfo attribute) TrajectoryState (in module blackjax.mcmc.proposal)

U

U_grad_x (MarginalState attribute) U_x (MarginalState attribute) update_and_take_last() (in module blackjax.smc.base) update_info (SMCInfo attribute)

update_median_heuristic() (in module blackjax.vi.svgd) update_parameters (SMCState attribute) update_scale_from_acceptance_rate() (in module blackjax.smc.tuning.from_kernel_info) update_waste_free() (in module blackjax.smc.waste_free)

V

velocity_verlet (in module blackjax.mcmc.integrators)

W

waste_free_smc() (in module blackjax.smc.waste_free) wc_state (MassMatrixAdaptationState attribute) weight (Proposal attribute) weights (PartialPosteriorsSMCState attribute) (PeriodicOrbitalState attribute) (SMCState attribute) (TemperedSMCState attribute)

welford_algorithm() (in module blackjax.adaptation.mass_matrix) WelfordAlgorithmState (class in blackjax.adaptation.mass_matrix) window_adaptation() (in module blackjax.adaptation.window_adaptation) WindowAdaptationState (class in blackjax.adaptation.window_adaptation) with_isokinetic_maruyama() (in module blackjax.mcmc.integrators)

X

xi (SGNHTState attribute)

Y

yoshida (in module blackjax.mcmc.integrators)