Simple implementation of UHA, described in "MCMC Variational Inference via Uncorrected Hamiltonian Annealing", by Tomas Geffner and Justin Domke, NeurIPS 2021.
Link to the paper: https://arxiv.org/abs/2107.04150.
Implemented using (items marked with (*) are required by the inference gym):
- python 3.7.9
- jax 0.2.9
- jaxlib 0.1.61
- numpyro 0.5.0
- numpy 1.19.5
- scipy 1.5.1
- inference_gym 0.0.4
- tensorflow 2.5.0 (*)
- tensorflow_probability 0.13.0 (*)