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CKrawczyk authored Jun 19, 2024
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[![DOI](https://zenodo.org/badge/DOI/10.5281/zenodo.12167630.svg)](https://doi.org/10.5281/zenodo.12167630)


# An HMC-within-Gibbs sampler for Numpyro

This package adds a new HMC-within-Gibbs sampler to Numpyro. Unlike the `HMCGibbs` sampler currently available, this sampler is for situations where you do not have an analytic form for one of your conditioned distributions. Instead, it uses an HMC/NUTS sampler to estimate draws from *each* of the conditioned distributions.
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```bash
./build_docs
```

## Citation

If you use this sampler in your publication you can cite the software as:

> Coleman Krawczyk. (2024). CKrawczyk/MultiHMCGibbs: v1.0.0 (v1.0.0). Zenodo. https://doi.org/10.5281/zenodo.12167630
Or with bibtex:
```bibtex
@software{coleman_krawczyk_2024_12167630,
author = {Coleman Krawczyk},
title = {CKrawczyk/MultiHMCGibbs: v1.0.0},
month = jun,
year = 2024,
publisher = {Zenodo},
version = {v1.0.0},
doi = {10.5281/zenodo.12167630},
url = {https://doi.org/10.5281/zenodo.12167630}
}
```

Full citation information can be found on [https://zenodo.org/records/12167630](https://zenodo.org/records/12167630)

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