Get Started

Installation

Blackjax

MCLMC are LAPS are available in Blackjax, so first install it:

pip install blackjax

Then see https://blackjax-devs.github.io/sampling-book/algorithms/mclmc/ and https://blackjax-devs.github.io/sampling-book/algorithms/laps/ for instructions on how to run the algorithms.

NumPyro and PyMC

Both NumPyro and PyMC have support for extracting their densities into functions, which can then be used with Blackjax. See here and here.

NumPyro now also supports external samplers. See here for an example.