Code to accompany the paper "Recursive Monte Carlo and Variational Inference with Auxiliary Variables" (UAI 2022)

This repository contains the code to accompany the paper "Recursive Monte Carlo and Variational Inference with Auxiliary Variables," published at UAI 2022.

To reproduce the plots from Figure 3, run ravi-mcvi/main.jl. To reproduce the Gaussian experiments in Table 3, run agglomerative-mc/gaussian/gaussian-experiment.jl. To reproduce the Hospital data experiments in Table 3, run agglomerative-mc/string/string-experiment.jl.