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The Coupled Rejection Sampler

This repository contains the companion code for the paper "The Coupled Rejection Sampler" by Adrien Corenflos and Simo Särkkä [1].

A proper readme is coming.

Installation

Because JAX can be installed in different flavours (CPU only, CPU+GPU, CPU+TPU), we don't list it in the requirements. To install it, please refer to the installation guide available on JAX GitHub page.

Otherwise, simply download the repository and run pip ..

Example

See the examples and tests folders. The examples implement the paper illustrations, while the tests test single functions behaviours and are a bit more low level.

References

.. [1]: Corenflos, A. and Särkkä, S., “The Coupled Rejection Sampler”, arXiv e-prints, 2022. (https://arxiv.org/abs/2201.09585)