Advanced

Advanced#

Interfaces and utilities for extending Goose kernels, adaptation, and transitions.

mh_step

Decides if an MCMC proposal is accepted in a Metropolis-Hastings step.

da

Dual averaging.

mm

Inverse mass matrix tuner.

EpochConfig

Defines an Epoch in an MCMC algorithm.

EpochState

EpochState describes the state in the current epoch.

EpochType

Indicates which MCMC phase the epoch is part of.

KernelState

ModelState

Kernel

Protocol for a transition kernel.

TransitionInfo

Holds information about MCMC transitions.

TuningInfo

Holds information about sampler tuning.

DefaultTransitionInfo

A default template for a transition information object.

DefaultTuningInfo

A default template for a tuning information object.

TransitionMixin

An abstract mixin defining two transition methods with and without adaptation.

TransitionOutcome

A dataclass for the return value of the kernel method Kernel.transition.

TuningOutcome

A dataclass for the return value of the kernel method Kernel.tune.

WarmupOutcome

A dataclass for the return value of the kernel method Kernel.end_warmup.

ModelMixin

A mixin facilitating the interaction with the model interface.