2.1: Structure of generic MCMC samplers
Created by: gcarleo
We should define a generic TransitionKernel
- based sampling for MCMC, see for example this nice implementation in Tensorflow. At the same time, we can remove all the duplicate parallel tempering samplers, as done in tfp.mcmc.ReplicaExchangeMC
.
Notice that tfp.mcmc.sample_chain
returns the states in the generated chain but doesn't store (as far as I can tell) neither the log of the sampled probabilities nor its derivatives