Code

Implement metric scaling#733

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junpenglao merged 12 commits intoblackjax-devs:mainblackjax-devs/blackjax:mainfrom AdrienCorenflos:mainAdrienCorenflos/blackjax:mainCopy head branch name to clipboardSep 16, 2024

+281-78

Commits

Commits on Sep 6, 2024

• Plotting BlackJAX with BlackJAX

  AdrienCorenflos

  committed
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• Plotting BlackJAX with BlackJAX

  AdrienCorenflos

  committed
  6b0f2aa

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• Proposed implementation for metric scaling

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Commits on Sep 7, 2024

• Add tests and fix some small typing issues raised by pre-commit.

  AdrienCorenflos

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• Fix remaining failing tests

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• pre-commit run

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Commits on Sep 9, 2024

• The original implementation was using upper cholesky, I was using lower.

  AdrienCorenflos

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• Fixing a bunch of tests

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Commits on Sep 16, 2024

• Update blackjax/mcmc/metrics.py

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  AdrienCorenflos

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  junpenglao

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• Update blackjax/mcmc/metrics.py

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  AdrienCorenflos

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  junpenglao

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• Merged comments from Junpeng

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• Merged comments from Junpeng

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