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stein-pi-importance-sampling

Stein Pi-Importance-Sampling

https://github.com/congyewang/stein-pi-importance-sampling

Science Score: 44.0%

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Repository

Stein Pi-Importance-Sampling

Basic Info
  • Host: GitHub
  • Owner: congyewang
  • License: mit
  • Language: Python
  • Default Branch: main
  • Homepage:
  • Size: 19.7 MB
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  • Watchers: 3
  • Forks: 1
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Created over 3 years ago · Last pushed about 2 years ago
Metadata Files
Readme License Citation

README.md

Stein Pi-Importance-Sampling

This code accompanies the paper "Stein $\Pi$-Importance Sampling". It was written in Python 3.10.4 and also tested in Python 3.10.4.

This package can be installed directly by pip in the root directory

bash python -m pip install .

Some of the experiments in this paper rely on the following packages

The original package for Stein Thinning has been modified, and it can be installed in the following way

bash cd stein_thinning python -m pip install .

To reproduce the experiment, first navigate to the "experiment" folder

bash cd experiment

and then clone the posteriordb using

bash git clone https://github.com/stan-dev/posteriordb.git

run the relevant script finally. e.g. "genestorewksd.py" will run the benchmarking on PosteriorDB to store the numpy data files. "plot_KSDCurve.py" will plot the corresponding results.

Owner

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

PhD Candidate in Statistics at Newcastle University

Citation (CITATION.cff) 

cff-version: 1.2.0
message: "If you use this work, please cite it as below."
authors:
  - family-names: "Wang"
    given-names: "Congye"
  - family-names: "Chen"
    given-names: "Ye"
  - family-names: "Kanagawa"
    given-names: "Heishiro"
  - family-names: "Oates"
    given-names: "Chris J"
title: "Stein $\\Pi$-Importance Sampling"
version: "1.0.0"
date-released: "2024-01-01"
url: "https://github.com/congyewang/Stein-Pi-Importance-Sampling"
preferred-citation:
  type: article
  authors:
  - family-names: "Wang"
    given-names: "Congye"
  - family-names: "Chen"
    given-names: "Ye"
  - family-names: "Kanagawa"
    given-names: "Heishiro"
  - family-names: "Oates"
    given-names: "Chris J"
  journal: "Advances in Neural Information Processing Systems"
  title: "Stein $\\Pi$-Importance Sampling"
  volume: 36
  year: 2024

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