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A Neural Network MCMC sampler that maximizes Proposal Entropy

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Entropy-NeuralMC

Code for the paper: A Neural Network MCMC sampler that maximizes Proposal Entropy

Run the provided jupyter notebook for a demo on the moon distribution.

Requirements

pytorch 1.6.0 (cuda not required), numpy, matplotlib

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A Neural Network MCMC sampler that maximizes Proposal Entropy

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