CHMC: A Family of MCMC Methods on Implicitly Defined Manifolds #642

krzysztofrusek started this conversation in New features

krzysztofrusek
Feb 24, 2024

I am starting this thread is to discuss my work on the algorithm from A Family of MCMC Methods on Implicitly Defined Manifolds by @mbrubake as discussed in in #538 .

In the PR I will migrate from CHMC to blackjax.

TODO

RATTLE integrator
Implicit manifold metric and momentum generator
chmc kernels

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