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This notebook contains the samplers from the papers ["Stochastic Gradient MCMC with Repulsive Forces"](https://arxiv.org/abs/1812.00071) and "Accelerating Stochastic Gradient Markov Chain Monte Carlo with Momentum and Repulsive Forces" (to appear soon).
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All the samplers are implemented in [jax](https://github.com/google/jax/). You can open the notebook and then run it in Colab.
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All the samplers are implemented in [jax](https://github.com/google/jax/). You can open the notebooks and then run it in Colab.
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### SG-MCMC samplers
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The implemented samplers/optimizers are:
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The implemented samplers/optimizers are located in ```Samplers_jax.ipynb```. The implemented ones are:
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* SVGD (Stein Variational Gradient Descend)
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All the samplers are vectorized and use ```jit``` for increased performance, with an emphasis on simplicity. The notebook constains a standard Gaussian as the target distribution.
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### Gaussian example
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See the notebook ```Gaussian_example_jax.ipynb``` for a comparison between SVGD and SGLD+R.
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