Parallel Affine Transformation Tuning of MCMC

This directory contains all numerical experiments (i.e. data, source code and plots) belonging to the paper

Philip Schär, Michael Habeck, Daniel Rudolf
Parallel Affine Transformation Tuning of Markov Chain Monte Carlo
Proceedings of the 41st International Conference on Machine Learning,
PMLR 235, pp. 43571-43607, 2024

available in the conference proceedings. The directory $\texttt{code}$ contains the entire code base used to run the experiments (consisting of various python modules) as well as the experiments themselves (each consisting of a Jupyter notebook). See the readme therein for details.

The directory $\texttt{data}$ contains the data sets used in the experiments. References for where we obtained these data sets are contained in the experiment notebooks based on them.

Finally, the directory $\texttt{plots}$ contains all plots presented in the paper as well as some additional ones that were also generated by the experiment notebooks.