Add Lie-Trotter integrator for SGHMC - #945
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Description
This PR adds an optional Lie-Trotter integrator for SGHMC.
The existing SGHMC behavior remains unchanged by default:
build_kernel()still uses the original Euler SGHMC diffusion unless a custom integrator is passed. The new integrator provides a splitting-based SGHMC update with a deterministic leapfrog Hamiltonian step followed by an exact Ornstein-Uhlenbeck momentum update.Related issues / discussions
N/A
Checklist
General
mainpre-commit run --all-filespasses (black, isort, flake8, mypy)mamba run -n blackjax python -m pytest tests/)Code quality
logdensity,jax.tree.map,jax.random.key(),jnp.clip(min=, max=))New sampler / algorithm (skip if not applicable)
init/build_kernel/as_top_level_apiblackjax/__init__.py