Add EllipticalSliceSampler MCMC kernel.

RELNOTES: Add EllipticalSliceSampler as an experimental MCMC kernel.

PiperOrigin-RevId: 242481143

experimental/mcmc/BUILD

@@ -0,0 +1,64 @@
+# Copyright 2018 The TensorFlow Probability Authors.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+# ============================================================================
+# Description:
+#   MCMC methods, diagnostics, and related utilities.
+
+# [internal] load python3.bzl
+
+package(
+    default_visibility = [
+        "//tensorflow_probability:__subpackages__",
+    ],
+)
+
+licenses(["notice"])  # Apache 2.0
+
+exports_files(["LICENSE"])
+
+py_library(
+    name = "mcmc",
+    srcs = ["__init__.py"],
+    srcs_version = "PY2AND3",
+    deps = [
+        ":elliptical_slice_sampler",
+    ],
+)
+
+py_library(
+    name = "elliptical_slice_sampler",
+    srcs = ["elliptical_slice_sampler.py"],
+    srcs_version = "PY2AND3",
+    deps = [
+        # numpy dep,
+        # tensorflow dep,
+        "//tensorflow_probability/python/mcmc:kernel",
+        "//tensorflow_probability/python/mcmc/internal",
+    ],
+)
+
+py_test(
+    name = "elliptical_slice_sampler_test",
+    size = "large",
+    timeout = "long",
+    srcs = ["elliptical_slice_sampler_test.py"],
+    shard_count = 6,
+    deps = [
+        ":elliptical_slice_sampler",
+        # numpy dep,
+        # tensorflow dep,
+        "//tensorflow_probability",
+        "//tensorflow_probability/python/internal:test_util",
+    ],
+)

experimental/mcmc/__init__.py

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+# Copyright 2018 The TensorFlow Probability Authors.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+# ============================================================================
+"""TensorFlow Probability MCMC python package."""
+
+from __future__ import absolute_import
+from __future__ import division
+from __future__ import print_function
+
+from tensorflow_probability.opensource.experimental.mcmc.elliptical_slice_sampler import EllipticalSliceSampler
+
+__all__ = [
+    'EllipticalSliceSampler',
+]