8000 Microcanonical Langevin Monte Carlo by reubenharry · Pull Request #2039 · pyro-ppl/numpyro · GitHub
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Microcanonical Langevin Monte Carlo #2039

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Microcanonical Langevin Monte Carlo #2039

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@reubenharry reubenharry commented Jun 23, 2025 •
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This PR adds the Microcanonical Langevin Monte Carlo to Blackjax, following the discussion of issue #2035.

A couple things to resolve:

  • This incurs a Blackjax dependency. The only alternative would be to copy all the relevant Blackjax code into the implementation, which doesn't seem like a great idea.
  • The code is in the main directory, because if I try anything in the infer directory, such as hmc.py, I get an error ImportError: cannot import name 'device_get' from partially initialized module 'jax' (most likely due to a circular import) (/opt/homebrew/Caskroom/miniconda/base/envs/mclmc/lib/python3.11/site-packages/jax/__init__.py). Does this look familiar?
  • Before merging, I would probably like to set some better defaults for the amount of tuning etc, for robust performance.
  • I should presumably add a simple test

@reubenharry reubenharry mentioned this pull request Jun 24, 2025
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