walnutpie - the Within-orbit Adaptive Leapfrog No-U-Turn Sampler
Documentation
Documentation for walnutpie can be found on Github Pages.
Basic usage
import walnutpie as wp
def logp(x):
# your code here
lp = ...
gradient = ...
return lp, gradient
draws = wp.walnuts_pyfunc(logp, num_params=10)
print(wp.ess(draws))
Prior work
The design of this library is heavily influenced by both TinyStan and Nutpie.
1 maintainer
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