Gaussian Processes in Julia

Stochastic Gradient MCMC in Jax

This repository contains SGMCMC samplers for Jax.

August 2024 · Jeremie Coullon, Christopher Nemeth

SGMCMCJax: a lightweight JAX library for stochastic gradient Markov chain Monte Carlo algorithms

Journal of Open Source Software

April 2022 · Jeremie Coullon, Christopher Nemeth