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Luca Lenz
MultilevelChainSampler
Commits
55652da7
Commit
55652da7
authored
1 year ago
by
Luca Lenz
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Manifest.toml
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Manifest.toml
Project.toml
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Project.toml
README.md
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README.md
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Project.toml
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...
@@ -4,13 +4,15 @@ authors = ["Luca Lenz <lucale@pik-potsdam.de>"]
...
@@ -4,13 +4,15 @@ authors = ["Luca Lenz <lucale@pik-potsdam.de>"]
version
=
"0.1.0"
version
=
"0.1.0"
[deps]
[deps]
AbstractMCMC
=
"80f14c24-f653-4e6a-9b94-39d6b0f70001"
CairoMakie
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"13f3f980-e62b-5c42-98c6-ff1f3baf88f0"
CairoMakie
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"13f3f980-e62b-5c42-98c6-ff1f3baf88f0"
Turing
=
"fce5fe82-541a-59a6-adf8-730c64b5f9a0
"
Distributions
=
"31c24e10-a181-5473-b8eb-7969acd0382f
"
GraphMakie
=
"1ecd5474-83a3-4783-bb4f-06765db800d2"
GraphMakie
=
"1ecd5474-83a3-4783-bb4f-06765db800d2"
Graphs
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"86223c79-3864-5bf0-83f7-82e725a168b6"
Graphs
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"86223c79-3864-5bf0-83f7-82e725a168b6"
QuasiMonteCarlo
=
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IterTools
=
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IterTools
=
"c8e1da08-722c-5040-9ed9-7db0dc04731e"
NonlinearSolve
=
"8913a72c-1f9b-4ce2-8d82-65094dcecaec"
NonlinearSolve
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OrdinaryDiffEq
=
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OrdinaryDiffEq
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QuasiMonteCarlo
=
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Random
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Revise
=
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Revise
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StatsBase
=
"2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
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README.md
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# MultiLevelSampler
# MultiLevelSampler
Sampling from limit of prox
ies
.
Sampling
a chain
from
a
limit of prox
y distributions. This is a generalization of Metropolis Hastings type sampling algorithm
.
Implementation in Julia Language and Turing Stochastic Programming interface.
Example application to toy model and power grid stability.
Example application to toy model and power grid stability.
Implemented in Julia.
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