SG-MCMC with Pyro?

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

it is not currently implemented.

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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

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thanks!