Add new CheesHMC sampler by Hoffman et al #91
twiecki
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So I had a quick look. It is a new warmup scheme for the most part and here's what would be necessary:
(2) and (3) are part of the Stan warmup and I already have an implementation of Adam in MCX that I can just copy/paste. Will implement once we have a drop in replacement for NUTS + Stan warmup. |
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http://proceedings.mlr.press/v130/hoffman21a/hoffman21a.pdf
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