I am the new guy in Pyro, and I can not find the answer in the tutorial.
I want to use Hamiltonian Monte Carlo with user defined Metropolis Hastings acceptance test (slightly different from the standard MH). So I do not need the wrapper of MCMC. I just want to reuse HMC kernel, sample from it to get a new candidate, smth like that:
hmc_kernel = HMC(model, step_size=0.0855, num_steps=4) new_point = hmc.sample(params, data) my_function_to_accept_new_point(new_point, data)
But HMC kernel does not take data. So what should I do?
I will be grateful for your help.