automaticmala.jl
Science Score: 41.0%
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✓CITATION.cff file
Found CITATION.cff file -
✓codemeta.json file
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○.zenodo.json file
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✓Academic publication links
Links to: arxiv.org -
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○Scientific vocabulary similarity
Low similarity (6.4%) to scientific vocabulary
Keywords from Contributors
Repository
Basic Info
- Host: GitHub
- Owner: torfjelde
- License: mit
- Language: Julia
- Default Branch: main
- Size: 231 KB
Statistics
- Stars: 2
- Watchers: 1
- Forks: 0
- Open Issues: 1
- Releases: 0
Metadata Files
README.md
AutomaticMALA
This is a simple implementation of "AutoMALA: Locally Adaptive Metropolis-Adjusted Langevin Algorithm" by Biron-Lattes, Surjanovic & Syed et al. (2023), i.e. MALA but with a step size that is allowed to change in a reversible manner.
Note that this is mainly meant as a demonstration of how to implement samplers in AbstractMCMC.jl and rather than a production ready sampler implementation.
Usage
It is easy to use AutoMALA with Turing.jl through the Turing.externalsampler interface:
```julia using AutomaticMALA, Turing
Define the model using Turing.jl.
@model function demo() s ~ InverseGamma(2, 3) m ~ Normal(0, sqrt(s)) 1.5 ~ Normal(m, sqrt(s)) 2.0 ~ Normal(m, sqrt(s)) end model = demo()
Set up the sampler.
numadapts = 1000 sampler = AutoMALA(ϵinit=1.0, numunadjusted=numadapts)
Perform inference.
chain = sample(model, externalsampler(sampler), 1000; discardinitial=numadapts) ```
Owner
- Name: Tor Erlend Fjelde
- Login: torfjelde
- Kind: user
- Company: @TuringLang
- Website: http://retiredparkingguard.com
- Repositories: 4
- Profile: https://github.com/torfjelde
PhD student @ Computational and Biological Learning (CBL), University of Cambridge Mathematics Bsc. student at University of Edinburgh
Citation (CITATION.bib)
@misc{AutomaticMALA.jl,
author = {Tor Erlend Fjelde <tor.erlend95@gmail.com> and contributors},
title = {AutomaticMALA.jl},
url = {https://github.com/torfjelde/AutomaticMALA.jl},
version = {v1.0.0-DEV},
year = {2024},
month = {5}
}
GitHub Events
Total
- Push event: 2
- Pull request event: 1
- Create event: 1
Last Year
- Push event: 2
- Pull request event: 1
- Create event: 1
Committers
Last synced: about 1 year ago
Top Committers
| Name | Commits | |
|---|---|---|
| Tor Erlend Fjelde | t****5@g****m | 12 |
| dependabot[bot] | 4****] | 2 |
Issues and Pull Requests
Last synced: about 1 year ago
All Time
- Total issues: 1
- Total pull requests: 2
- Average time to close issues: N/A
- Average time to close pull requests: 39 minutes
- Total issue authors: 1
- Total pull request authors: 1
- Average comments per issue: 5.0
- Average comments per pull request: 0.0
- Merged pull requests: 2
- Bot issues: 0
- Bot pull requests: 2
Past Year
- Issues: 0
- Pull requests: 0
- Average time to close issues: N/A
- Average time to close pull requests: N/A
- Issue authors: 0
- Pull request authors: 0
- Average comments per issue: 0
- Average comments per pull request: 0
- Merged pull requests: 0
- Bot issues: 0
- Bot pull requests: 0
Top Authors
Issue Authors
- dependabot[bot] (2)
- Red-Portal (1)
Pull Request Authors
- dependabot[bot] (3)
Top Labels
Issue Labels
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Dependencies
- actions/checkout v4 composite
- julia-actions/cache v2 composite
- julia-actions/julia-buildpkg v1 composite
- julia-actions/julia-docdeploy v1 composite
- julia-actions/julia-runtest v1 composite
- julia-actions/setup-julia v2 composite
- julia-actions/RegisterAction latest composite
- JuliaRegistries/TagBot v1 composite