larsgeb / mcmc-benchmark

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MCMC Benchmarking

This repository is created for you to test your MCMC (or other inference) algorithms. We provide various benchmark problems, together with results from our Hamiltonian Monte Carlo and Metropolis-Hastings samplers, in addition to basic analysis.

Please find all configurations on which you can run benchmarks in ./benchmarks. Our actual statistical models can be found in ./models.

Benchmarks

Multimodal 2D function, with relatively connected modes. Dispersion of both dimensions is relatively equal.

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