I1137 horowitz langevin mcmc

docs/source/index.rst

@@ -87,6 +87,8 @@ Sampling
      on any :class:`LogPDF` that provides 1st order sensitivities.
    - :class:`Hamiltonian Monte Carlo<HamiltonianMCMC>`, works on any
      :class:`LogPDF` that provides 1st order sensitivities.
+   - :class:`Neal Langenvin Monte Carlo<NealLangevinMCMC>`, works on any
+     :class:`LogPDF` that provides 1st order sensitivities.
    - NUTS
 
 #. Differential geometric methods (Need Hessian of :class:`LogPDF`)

docs/source/mcmc_samplers/index.rst

@@ -24,10 +24,11 @@ interface, that can be used to sample from an unknown
     mala_mcmc
     metropolis_mcmc
     monomial_gamma_hamiltonian_mcmc
+    neal_langevin_mcmc
     population_mcmc
     rao_blackwell_ac_mcmc
     relativistic_mcmc
     slice_doubling_mcmc
     slice_rank_shrinking_mcmc
     slice_stepout_mcmc
-    summary_mcmc
+    summary_mcmc

docs/source/mcmc_samplers/neal_langevin_mcmc.rst

@@ -0,0 +1,8 @@
+*******************
+Neal Langenvin MCMC
+*******************
+
+.. currentmodule:: pints
+
+.. autoclass:: NealLangevinMCMC
+

pints/__init__.py

@@ -213,6 +213,7 @@ def version(formatted=False):
 from ._mcmc._mala import MALAMCMC
 from ._mcmc._metropolis import MetropolisRandomWalkMCMC
 from ._mcmc._monomial_gamma_hamiltonian import MonomialGammaHamiltonianMCMC
+from ._mcmc._neal_langevin import NealLangevinMCMC
 from ._mcmc._population import PopulationMCMC
 from ._mcmc._rao_blackwell_ac import RaoBlackwellACMC
 from ._mcmc._relativistic import RelativisticMCMC