AdvancedHMC Extension

The first choice when sampling from the model/image posterior, is AdvancedHMC, which uses Hamiltonian Monte Carlo to sample from the posterior. Specifically, we usually use the NUTS algorithm.

The interface to AdvancedHMC is very powerful and general. To simplify the procedure for Comrade users, we have provided a thin interface. A user needs to specify a sampler and then call the sample function.

To sample a user can use follow the standard AdvancedHMC interface, e.g.,

chain = sample(post, NUTS(0.8), 10_000; n_adapts=5_000)

Warning

To use HMC the VLBIPosterior must be created with a specific admode specified. The admode can be a union of Nothing and <:EnzymeCore.Mode types. We recommend using Enzyme.set_runtime_activity(Enzyme.Reverse)

In addition our sample call has a few additional keyword arguments:

• saveto = MemoryStore(): Specifies how to store the samples. The default is MemoryStore which stores the samples directly in RAM. For large models this is not a good idea. To save samples periodically to disk use DiskStore, and then load the results with load_samples.

Note that like most AbstractMCMC samplers the initial location can be specified with the initial_params argument.

Example

using Comrade
using AdvancedHMC
using Enzyme

# Some stuff to create a posterior object
post # of type Comrade.Posterior

out = sample(post, NUTS(0.9), 2_000; n_adapts=1_000, saveto=DiskStore())
chain = load_samples(out)