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Copy file name to clipboardExpand all lines: tutorials/docs-16-using-turing-external-samplers/external-samplers.jmd
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@@ -151,19 +151,19 @@ There are several characteristics to note in these functions:
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- The functions must follow the displayed signatures.
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- The output of the functions must be a transition, the current state of the sampler, and a sample, what is saved to the MCMC chain.
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The last requirement is that the transition must be structured with a field `θ` which contains the values of the parameters of the model for said transition.
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The last requirement is that the transition must be structured with a field `θ`, which contains the values of the parameters of the model for said transition.
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This allows `Turing` to seamlessly extract the parameter values at each step of the chain when bundling the chains.
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Note that if the external sampler produces transitions that Turing cannot parse the bundling of the samples will be different or fail.
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Note that if the external sampler produces transitions that Turing cannot parse, the bundling of the samples will be different or fail.
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For practical examples of how to adapt a sampling library to the `AbstractMCMC` interface, the readers can consult the following libraries:
[^1]: Xu et al, (AdvancedHMC.jl: A robust, modular and efficient implementation of advanced HMC algorithms)[http://proceedings.mlr.press/v118/xu20a/xu20a.pdf], 2019
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[^2]: Zhang et al, (Pathfinder: Parallel quasi-Newton variational inference)[https://arxiv.org/abs/2108.03782], 2021
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[^3]: Robnik et al, (Microcanonical Hamiltonian Monte Carlo)[https://arxiv.org/abs/2212.08549], 2022
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[^4]: Robnik and Seljak, (Langevine Hamiltonian Monte Carlo)[https://arxiv.org/abs/2303.18221], 2023
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[^1]: Xu et al., [AdvancedHMC.jl: A robust, modular and efficient implementation of advanced HMC algorithms](http://proceedings.mlr.press/v118/xu20a/xu20a.pdf), 2019
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[^2]: Zhang et al., [Pathfinder: Parallel quasi-Newton variational inference](https://arxiv.org/abs/2108.03782), 2021
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[^3]: Robnik et al, [Microcanonical Hamiltonian Monte Carlo](https://arxiv.org/abs/2212.08549), 2022
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[^4]: Robnik and Seljak, [Langevine Hamiltonian Monte Carlo](https://arxiv.org/abs/2303.18221), 2023
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