Quick and dirty implementation of the Annealed Importance Sampling (AIS) paper (https://arxiv.org/abs/physics/9803008) for the AI Engineering Reading Group, Winter 2022. Included is a basic implementation of Metropolis-Hastings MCMC, a vanilla AIS implementation, and an implementation of AIS using the JAX framework. The JAX impl. is order-of-magnitudes faster than then vanilla impl.
This repo is solely for archival purposes, so it will not be updated very often (if at all).