Pierre's repositories
couplingsmontecarlo
some scripts for the couplings enthusiasts!
unbiasedmcmc
Unbiased Markov chain Monte Carlo with couplings
winference
R package to perform statistical inference in generative models using the Wasserstein distance (requires CGAL)
bayeshscore
Bayesian model comparison using the Hyvärinen score
CoupledCPF
Coupled Conditional Particle Filters
debiasedhmc
Unbiased HMC estimators with couplings
statisfaction-code
Some code related to blog posts published on the blog Statisfaction
bettertogether
reproduces experiments in arxiv.org/abs/1708.08719
RShapeTarget
R package to create toy target distributions based on SVG files and on strings
BatteryMCMC
Scripts to perform particle MCMC on Battery non-Markovian models
unbiasedpathsampling
Scripts to reproduce experiments in the technical report https://arxiv.org/abs/1810.01382, with Maxime Rischard and Natesh Pillai