Add Riemannian manifold HMC #439
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AdvancedHMC.jl documentation for PR #439 is available at: |
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Add the Riemannian manifold HMC from "Riemann manifold Langevin and Hamiltonian Monte Carlo methods" which is implemented in the research directory but has not been merged into the package. Supersede #432 #437
Though this PR is relatively complete, there are still some things TODO:
Discuss the appropriate style for constructing a DenseRiemannianMetric, e.g., how should the metric tensor G be provided, etc.
Still need to add some docstrings and related documentation.