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Continuously tempered Hamiltonian Monte Carlo

Python code accompanying the paper Continuously tempered Hamiltonian Monte Carlo.

Installation

Two Python dependencies for running the experiment are included as submodules so you will need to do a recursive clone e.g.

git clone --recursive https://github.com/matt-graham/continuously-tempered-hmc.git

The code has only been tested with Python 2.7. The environment.yml file specifies the requirements for a Conda environment that should be able to run all the experiments. After you have cloned the repository, from within the repository directory run

conda env create -f environment.yml

to create a new Conda environment called cthmc in which all the external dependencies will be installed to.

Once the cthmc environment is set up, activate it using

source activate cthmc

and then install the two internal Python dependencies by running

python thermodynamic-monte-carlo/setup.py install
python boltzmann-machine-tools/setup.py install -use-openmp

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