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Asymptotically Optimal Exact Minibatch Metropolis-Hastings

This repository contains code for Asymptotically Optimal Exact Minibatch Metropolis-Hastings, NeurIPS 2020, Spotlight

Dependencies

Experiments

To run TunaMH on logistic regression on MNIST,

cd logistic
julia tunamh.jl

To run other methods on this task, use julia mh.jl for standard MH, julia flymc.jl for FlyMC and julia tfmh.jl for Truncated Factorized MH.

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