SG-MCMC with Pyro?

Misc.
1

Hello everyone.

I would like to use SG MCMC (stochastic gradient MCMC), do you know if it is implemented in Pyro?

I will be grateful for your help.

Regards

2

it is not currently implemented.

3

If you’re willing to use numpyro instead, you can build a model and then sample using the blackjax library, which has sgld and sghmc implemented

4

thanks!