Suppement code to Corbella, Spencer and Roberts, 2022, Automatic Zig-Zag sampling in practice This repository contains the code used to obtain results on the performance of the Automatic Zig-Zag sampler.
Most of the code can be run in Julia. Specifically, the file’s content is outlined below:
- Functions.jl – all the functions used to perform the sampling given a potential U(x). The tasks performed comprise, among others: gradient evaluation; rate computation; rate optimization; sample drawings via Automatic Zig-Zag; super-efficient sample drawing via sub-sampling
- Plotting.jl – plotting routines for, among others: the tuning of t_max, the skeleton points, the comparison of efficiency and the comparison of robustness
- Main.jl – main file for the performance analysis
- ExampleDugongs.jl – main file for the analysis of section 5.1
- BDA_preprocessing.jl – pre-processing of the Simulacrum dataset for the analyses in sections 5.2 and 6.4
- BDA4par.jl – main file for the analysis of section 5.2
- BDA4ALLDATA.jl – main file for the analysis of section 6.4
- StanDugongs.jl, RstanDugongs.R, Dugongs.stan – file to perform the analysis of section 5.1 via stan.
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