# Blackjax / Contribute ! ### * We need documentation *now*. * It would be nice if the documentation also acts like a literature review. Ie: give the pros/cons of each algorithm and tuning recommendations. Similar to [sgmcmcjax's sampler page](https://sgmcmcjax.readthedocs.io/en/latest/all_samplers.html) or to this [list of MCMC algorithms](https://m-clark.github.io/docs/ld_mcmc/index_onepage.html). The idea is that BlackJAX could attract users even just with the documentation/lit review. ## Examples * Any comparison with optimization * Comparisons between sampling algorithm * Anything with many dimensions / lots of datapoints * Anything that explains how the algorithms work ## Algorithms - Likelihood-free inference, in particular one-shot SMC ABC - Riemannian HMC (implicit and explicit integration) - Slice sampling - Variational inference: - Mean field approximation - [SVGD](https://arxiv.org/abs/1608.04471) - Some kind of "ensemble" method (note that ensemble can mean many different things), such as [Ensemble preconditing MCMC](https://arxiv.org/abs/1607.03954) ## Adaptation - ChEEs - Empirical HMC ## Meta - Gibbs sampling - HMC coupling - Inference loops - Parallel tempering ## Testing - [Simulation Based Calibration](https://arxiv.org/pdf/1804.06788.pdf) - [Kernel goodness-of-fit test](http://proceedings.mlr.press/v48/chwialkowski16.pdf)