TuringLang/AdvancedHMC.jl

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Robust, modular and efficient implementation of advanced Hamiltonian Monte Carlo algorithms

Stars: 360
Forks: 54
Open beginner issues: 0
Indexed issues: 39
Avg merge: 34m
Merged PRs (30d): 1

Dominant language: Jupyter Notebook
License: MIT
Last GitHub push: Sep 1, 2026
Latest indexed: Sep 19, 2026
Contributing guide: Contributing guide
Code of conduct: Code of conduct
Beginner labels: No beginner labels indexed

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39 open issues indexed

`find_good_stepsize` evaluates the previous step-size candidate Open

Difficulty 2/5 1-3 hours Newbie friendliness 86/100

TuringLang/AdvancedHMC.jl#523 · 1 comment · Opened Sep 1, 2026
The `step` function should have a generic `n_steps > 1` implementation and specialized `n_steps == 1` implementation Open

Difficulty 3/5 1-2 days Newbie friendliness 45/100

TuringLang/AdvancedHMC.jl#486 · Opened Jan 12, 2026
Internal function `neg_energy` should be called `neg_kinetic_energy` Open

Difficulty 1/5 Under an hour Newbie friendliness 65/100

TuringLang/AdvancedHMC.jl#483 · 2 comments · 1 reaction · Opened Dec 17, 2025
Efficient Computation of Hamiltonian Derivatives in RHMC Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

TuringLang/AdvancedHMC.jl#482 · 1 comment · 1 reaction · Opened Dec 4, 2025
NUTS could be implemented more efficiently and allow for user defined trajectory statistics Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

TuringLang/AdvancedHMC.jl#478 · Opened Nov 26, 2025
Clean up internal interface and streamline a few implementations Open

Difficulty 4/5 3-5 days Newbie friendliness 25/100

TuringLang/AdvancedHMC.jl#477 · Opened Nov 24, 2025
Make it easier to select the used adaptation Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

TuringLang/AdvancedHMC.jl#475 · 1 comment · Opened Nov 20, 2025
Add adaptive adaptation (ha!) Open

Difficulty 5/5 Over a week Newbie friendliness 20/100

TuringLang/AdvancedHMC.jl#474 · Opened Nov 19, 2025
non-boolean progress not supported Open

Difficulty 3/5 1-2 days Newbie friendliness 45/100

TuringLang/AdvancedHMC.jl#472 · 3 comments · Opened Nov 6, 2025
Adding the WALNUTS sampler Open

algorithm

Difficulty 5/5 Over a week Newbie friendliness 35/100

TuringLang/AdvancedHMC.jl#470 · 4 comments · 1 reaction · Opened Sep 17, 2025
Vectorized sampling with DenseEuclideanMetric Open

Difficulty 5/5 Over a week Newbie friendliness 35/100

TuringLang/AdvancedHMC.jl#444 · Opened May 10, 2025
Simplify worked example in README further Open

Difficulty 1/5 1-3 hours Newbie friendliness 52/100

TuringLang/AdvancedHMC.jl#424 · 1 comment · Opened Apr 8, 2025
Clean up exports Open

enhancement user-friendly

Difficulty 5/5 Over a week Newbie friendliness 25/100

TuringLang/AdvancedHMC.jl#418 · Opened Apr 2, 2025
Rigorous numerical and convergence testing using `VecTargets` Open

Difficulty 4/5 3-5 days Newbie friendliness 20/100

TuringLang/AdvancedHMC.jl#415 · Opened Mar 31, 2025
Refactor vectorised HMC implementations using `AcceleratedKernels.jl` Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

TuringLang/AdvancedHMC.jl#412 · 1 comment · Opened Mar 26, 2025
Excessive Memory Allocations in AbstractMCMC Calls Open

TuringLang/AdvancedHMC.jl#410 · 1 assignee · Opened Mar 22, 2025
Improve AbstractMCMC integration with AHMC Open

Difficulty 5/5 Over a week Newbie friendliness 15/100

TuringLang/AdvancedHMC.jl#403 · Opened Mar 14, 2025
Is there a minimal example of what a new HMC algorithm needs to implement to be able to fit into this framework? Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

TuringLang/AdvancedHMC.jl#384 · 1 comment · Opened Dec 23, 2024
Accessing samples? Open

Difficulty 2/5 1-3 hours Newbie friendliness 35/100

TuringLang/AdvancedHMC.jl#365 · Opened Mar 6, 2024
`AbstractMCMC.step` interface broken Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

TuringLang/AdvancedHMC.jl#350 · 4 comments · Opened Sep 28, 2023
Removing support for AbstractMCMC.Sample piracy Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

TuringLang/AdvancedHMC.jl#326 · 4 comments · Opened Jun 28, 2023
Add nuts-rs's metric adaptation Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

TuringLang/AdvancedHMC.jl#311 · 15 comments · Opened Jan 10, 2023
Expose adapted mass matrix Open

TuringLang/AdvancedHMC.jl#293 · 2 comments · 1 reaction · 1 assignee · Opened Jun 1, 2022
Unify the Euclidean metric types Open

Difficulty 5/5 Over a week Newbie friendliness 30/100

TuringLang/AdvancedHMC.jl#288 · Opened Apr 19, 2022
Sampler failure when num of samples = 1 Open

Difficulty 3/5 1-2 days Newbie friendliness 35/100

TuringLang/AdvancedHMC.jl#281 · Opened Oct 14, 2021
Don't pass `Hamiltonian` around, but instead `metric` and `DifferentiableDensityModel`. Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

TuringLang/AdvancedHMC.jl#273 · Opened Jul 15, 2021
Move `DifferentiableDensityModel` out of AHMC Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

TuringLang/AdvancedHMC.jl#272 · 2 comments · Opened Jul 15, 2021
Adaptation tests fail if unlucky with random seed Open

TuringLang/AdvancedHMC.jl#271 · 1 assignee · Opened Jul 15, 2021
Add ChEES-HMC adaptation Open

algorithm

Difficulty 5/5 Over a week Newbie friendliness 30/100

TuringLang/AdvancedHMC.jl#261 · 3 comments · 3 reactions · Opened Apr 10, 2021
Fewer unicode characters in struct variables Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

TuringLang/AdvancedHMC.jl#227 · 2 comments · Opened Oct 27, 2020
Constraining fewer types Open

discussion

Difficulty 5/5 Over a week Newbie friendliness 20/100

TuringLang/AdvancedHMC.jl#226 · 1 comment · Opened Oct 27, 2020
Use different jittered step sizes for vectorized HMC Open

Difficulty 2/5 1-3 hours Newbie friendliness 35/100

TuringLang/AdvancedHMC.jl#222 · 5 comments · Opened Oct 20, 2020
Vectorised sampling documentation Open

bug: interface doc

TuringLang/AdvancedHMC.jl#219 · 1 comment · 3 reactions · 1 assignee · Opened Oct 12, 2020
Implement PyMC3's adaptation Open

Difficulty 5/5 Over a week Newbie friendliness 30/100

TuringLang/AdvancedHMC.jl#215 · 1 reaction · Opened Aug 7, 2020
Get rid of confusing RNG variable-type pairs Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

TuringLang/AdvancedHMC.jl#186 · Opened Mar 10, 2020
Better covariance estimator for vectorised HMC algorithms Open

enhancement

Difficulty 5/5 Over a week Newbie friendliness 25/100

TuringLang/AdvancedHMC.jl#183 · 1 comment · 2 reactions · Opened Feb 26, 2020
Return DualValue from ∂H∂r internally Open

TuringLang/AdvancedHMC.jl#173 · 1 assignee · Opened Feb 15, 2020
Tempering during adaption is unstable Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

TuringLang/AdvancedHMC.jl#109 · 1 comment · Opened Oct 1, 2019
Add switching adaption Open

algorithm

Difficulty 5/5 Over a week Newbie friendliness 25/100

TuringLang/AdvancedHMC.jl#70 · Opened May 29, 2019

TuringLang/AdvancedHMC.jl

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