├── .gitignore ├── LICENSE ├── README.md ├── examples ├── banana_LD.py ├── banana_MALA.py ├── fig │ └── sample-rosenblock.png ├── gaussian_LD.py └── gaussian_MALA.py ├── pyproject.toml ├── requirements.txt ├── setup.cfg └── src └── langevin_sampling ├── SGLD.py ├── __init__.py ├── precondSGLD.py └── samplers.py /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/alisiahkoohi/Langevin-dynamics/HEAD/.gitignore -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/alisiahkoohi/Langevin-dynamics/HEAD/LICENSE -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/alisiahkoohi/Langevin-dynamics/HEAD/README.md -------------------------------------------------------------------------------- /examples/banana_LD.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/alisiahkoohi/Langevin-dynamics/HEAD/examples/banana_LD.py -------------------------------------------------------------------------------- /examples/banana_MALA.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/alisiahkoohi/Langevin-dynamics/HEAD/examples/banana_MALA.py -------------------------------------------------------------------------------- /examples/fig/sample-rosenblock.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/alisiahkoohi/Langevin-dynamics/HEAD/examples/fig/sample-rosenblock.png -------------------------------------------------------------------------------- /examples/gaussian_LD.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/alisiahkoohi/Langevin-dynamics/HEAD/examples/gaussian_LD.py -------------------------------------------------------------------------------- /examples/gaussian_MALA.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/alisiahkoohi/Langevin-dynamics/HEAD/examples/gaussian_MALA.py -------------------------------------------------------------------------------- /pyproject.toml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/alisiahkoohi/Langevin-dynamics/HEAD/pyproject.toml -------------------------------------------------------------------------------- /requirements.txt: -------------------------------------------------------------------------------- 1 | matplotlib>=3.1.1 2 | numpy>=1.17.2 3 | tqdm -------------------------------------------------------------------------------- /setup.cfg: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/alisiahkoohi/Langevin-dynamics/HEAD/setup.cfg -------------------------------------------------------------------------------- /src/langevin_sampling/SGLD.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/alisiahkoohi/Langevin-dynamics/HEAD/src/langevin_sampling/SGLD.py -------------------------------------------------------------------------------- /src/langevin_sampling/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /src/langevin_sampling/precondSGLD.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/alisiahkoohi/Langevin-dynamics/HEAD/src/langevin_sampling/precondSGLD.py -------------------------------------------------------------------------------- /src/langevin_sampling/samplers.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/alisiahkoohi/Langevin-dynamics/HEAD/src/langevin_sampling/samplers.py --------------------------------------------------------------------------------