Mcmc

Module: generative_models.core.sampling.mcmc

Source: generative_models/core/sampling/mcmc.py

Overview

MCMC sampling utilities.

This module provides utilities for Markov Chain Monte Carlo (MCMC) sampling. Specifically, we implement a basic Metropolis-Hastings algorithm for sampling from distributions defined by their (unnormalized) log probability functions.

Functions

mcmc_sampling

def mcmc_sampling()

metropolis_step

def metropolis_step()

Module Statistics

• Classes: 0
• Functions: 2
• Imports: 5