Expand description
oWALNUTS: the Within-orbit Adaptive Leapfrog No-U-Turn Sampler
(Bou-Rabee, Carpenter, Kleppe, Liu; JMLR 27, 2026) in Rust. NUTS with a
second time scale: each macro leapfrog step is subdivided into micro-steps
chosen so the local energy error stays under delta, which samples
multi-scale targets such as Neal’s funnel without the bias of fixed-step
NUTS. The kernel is tested leaf-for-leaf against the Flatiron reference
implementation walnutpie.
Start with sampler: a builder (sampler::Sampler) over the complete
facade in walnutpie, which documents the kernel, its numerical
contract, telemetry, and reproducibility guarantees. Research-only
facades are exported from walnutpie with the research Cargo feature.
diagnostics computes Stan/ArviZ-style R-hat, ESS and run summaries and
export writes CmdStan-format CSV that arviz.from_cmdstan reads.
Modules§
- diagnostics
- Stan/ArviZ-style convergence diagnostics and run summaries.
- export
- CmdStan-format CSV export of retained draws and per-draw sampler statistics.
- sampler
- The recommended sampling API: one builder, one result type.
- walnutpie
- The public WALNUTS sampling facade.