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Riemannian Manifold HMC #114

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kskyten opened this issue Nov 24, 2019 · 1 comment

kskyten commented Nov 24, 2019

You mentioned having a toy implementation for RHMC. Is the code available somewhere? I would like to experiment with it using higher order AD for matrix expressions.

Owner

tpapp commented Nov 24, 2019

The code is now dated and not very clean, I think you are better off implementing

https://arxiv.org/abs/1212.4693v2

directly. If you can obtain higher-order derivatives in a practical way, I would be happy to integrate this method into this package.

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