walnutpie: Adaptive Walnuts in Python and C++

This is a C++ implementation and Python wrapper of the following Hamiltonian Monte Carlo (HMC) samplers.

• Walnuts
• Adaptive Walnuts (continuous form of Nutpie-style adaptation)

Documentation

Documentation for walnutpie can be found on Github Pages.

Using walnutpie from Python

walnutpie is distributed on PyPI and can be installed with

pip install walnutpie

For more information, consult the documentation.

Using walnutpie in a C++ project

The walnutpie library is header-only and only requires Eigen (also header-only) to use.

If your project uses CMake, you can depend on our walnutpie library target. If not, any method of adding the include/ folder of this repository to your build system's include paths should suffice as long as you also provide Eigen yourself. See the examples/ directory for more on usage.

For developers

Interested in editing the code or contributing to walnutpie? Consult CONTRIBUTING.md

Licensing

The project is distributed under the following licenses.

• Code: MIT License
• Documentation: CC-BY 4.0