From 3845635fc059a74f5742b96898692580fe750172 Mon Sep 17 00:00:00 2001 From: Adrien Corenflos Date: Sat, 2 Dec 2023 12:58:20 +0200 Subject: [PATCH] Documenting Barker's proposal (#600) --- Makefile | 2 +- blackjax/mcmc/barker.py | 3 ++- docs/refs.bib | 15 +++++++++++++++ 3 files changed, 18 insertions(+), 2 deletions(-) diff --git a/Makefile b/Makefile index 6c1799e05..0c087df82 100644 --- a/Makefile +++ b/Makefile @@ -12,4 +12,4 @@ release: build-docs: pip install -r requirements-doc.txt - sphinx-build -b html docs docs/_build/html + PYDEVD_DISABLE_FILE_VALIDATION=1 sphinx-build -b html docs docs/_build/html diff --git a/blackjax/mcmc/barker.py b/blackjax/mcmc/barker.py index f2095853d..cf698c7ea 100644 --- a/blackjax/mcmc/barker.py +++ b/blackjax/mcmc/barker.py @@ -131,7 +131,8 @@ def kernel( class barker_proposal: - """Implements the (basic) user interface for the Barker's proposal kernel with a Gaussian base kernel. + """Implements the (basic) user interface for the Barker's proposal :cite:p:`Livingstone2022Barker` kernel with a + Gaussian base kernel. The general Barker kernel builder (:meth:`blackjax.mcmc.barker.build_kernel`, alias `blackjax.barker.build_kernel`) can be cumbersome to manipulate. Since most users only need to specify the kernel diff --git a/docs/refs.bib b/docs/refs.bib index 1b6485809..0b7ff4e8c 100644 --- a/docs/refs.bib +++ b/docs/refs.bib @@ -378,3 +378,18 @@ @misc{robnik2023microcanonical archivePrefix={arXiv}, primaryClass={stat.CO} } + +@article{Livingstone2022Barker, + author = {Livingstone, Samuel and Zanella, Giacomo}, + title = "{The Barker Proposal: Combining Robustness and Efficiency in Gradient-Based MCMC}", + journal = {Journal of the Royal Statistical Society Series B: Statistical Methodology}, + volume = {84}, + number = {2}, + pages = {496-523}, + year = {2022}, + month = {01}, + issn = {1369-7412}, + doi = {10.1111/rssb.12482}, + url = {https://doi.org/10.1111/rssb.12482}, + eprint = {https://academic.oup.com/jrsssb/article-pdf/84/2/496/49322274/jrsssb\_84\_2\_496.pdf}, +}