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PDSampler

Piecewise Deterministic Sampler library (Bouncy particle sampler, Zig Zag sampler, ...)

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PDSampler

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Travis AppVeyor CodeCov Latest License: MIT

PDSampler.jl is a package designed to provide an efficient, flexible, and expandable framework for samplers based on Piecewise Deterministic Markov Processes and their applications. This includes the Bouncy Particle Sampler and the Zig-Zag Sampler.

Please refer to the documentation for information on how to use/expand this package. The project is hosted by the Alan Turing Institute (ATI). If you encounter problems, please open an issue on Github. If you have comments or wish to collaborate, please send an email to tlienart > cpg σ gmail > com.

If you find this toolbox useful please star the repo. If you use it in your work, please cite this code and send us an email so that we can cite your work here.

If you want to make suggestions, if you want new features, please don't hesitate, open an issue or send an email.

Contributors

Installation and requirements

(This is explained in more details in the documentation)

Requirements:

In the Julia REPL:

] add PDSampler
using PDSampler

Note that loading the package may take several seconds as some of the dependencies (in particular ApproxFun.jl are quite slow to load).

References

Note: if your paper is not listed here and you feel like it should, please open an issue (same goes if there is a mistake or if a preprint is now a proper-print).

First Commit

04/06/2017

Last Touched

3 months ago

Commits

266 commits

Used By: