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Add SGNHT #89

Merged
merged 1 commit into from
May 14, 2024
Merged

Add SGNHT #89

merged 1 commit into from
May 14, 2024

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SamDuffield
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Discussed in #62

Adds SGNHT from Ding et al and also discussed in Ma et al. Its essentially SGHMC with an adaptive friction coefficient.

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@KaelanDt KaelanDt left a comment

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Minor comments left

posteriors/sgmcmc/sgnht.py Show resolved Hide resolved
tests/sgmcmc/test_sgnht.py Show resolved Hide resolved
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lgtm

@SamDuffield SamDuffield merged commit 8202a93 into main May 14, 2024
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@SamDuffield SamDuffield deleted the sgnht branch May 14, 2024 17:28
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2 participants