https://github.com/congyewang/reinforcement-learning-for-adaptive-mcmc

Reinforcement Learning for Adaptive MCMC

https://github.com/congyewang/reinforcement-learning-for-adaptive-mcmc

Science Score: 13.0%

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Repository

Reinforcement Learning for Adaptive MCMC

Basic Info
  • Host: GitHub
  • Owner: congyewang
  • Language: MATLAB
  • Default Branch: main
  • Homepage:
  • Size: 203 MB
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  • Watchers: 4
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Created almost 3 years ago · Last pushed almost 2 years ago
Metadata Files
Readme

README.md

Reinforcement Learning for Adaptive MCMC

This code accompanies the paper "Reinforcement Learning for Adaptive MCMC". It was written in GCC v6.3.0, Matlab R2024a, and Python v3.10.13.

Requirement

  • Platform
    • Ubuntu 22.04.4 LTS x86_64
    • macOS 14.5 23F79 arm64
  • Language
    • cmake v3.22.1
    • GCC v6.3.0
    • G++ v6.3.0
    • GNU Make v4.3
    • Matlab R2024a
    • Python v3.10.13
    • zsh v5.8.1
  • Python Package
    • bridgestan v2.4.1
    • h5py v3.9.0
    • jinja2 v3.1.3
    • matplotlib v3.7.2
    • numpy v1.26.0
    • pandas v2.1.1
    • posteriordb v0.2.0
    • prettytable v3.10.0
    • pystan v3.9.1
    • pytorch v2.2.0
    • scipy v1.11.3
    • statsmodels v0.14.1
    • tqdm v4.65.0
    • toml v0.10.2
    • wget v3.2

Please note that this project has not been tested in Windows system, please consult the Stan, Bridgestan and Matlab documentation if needed.

Demo

{bash} cd demo cd <demo dir> zsh run.sh

Experiment

{bash} cd experiments python main.py zsh batch_run.sh "results" "learning.m" zsh batch_baselines.sh

Owner

  • Name: Congye
  • Login: congyewang
  • Kind: user
  • Location: Newcastle upon Tyne
  • Company: Newcastle University

PhD Candidate in Statistics at Newcastle University

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