Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Implement supports for sampling momentum with quasi-random sequences. #380

Open
wants to merge 1 commit into
base: master
Choose a base branch
from

Conversation

B1inkFox
Copy link

@B1inkFox B1inkFox commented Nov 3, 2024

An additional momentum refreshment struct "QuasiRandomMomentumRefreshment"<:AbstractRefreshment is added, along with its refresh() function and other necessary changes.

Passing this struct to the HMCKernel() will change how momentum is sampled at each iteration. Instead of drawing momentum i.i.d. from the target Gaussian distribution, the momentum will be drawn from a low-discrepancy (quasi-random) sequence whose limiting distribution is the target multi-dimensional Gaussian.

https://en.wikipedia.org/wiki/Low-discrepancy_sequence

Now supports sampling momentum with quasi-monte-carlo sequence (low-discrepancy sequence).
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

1 participant