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  1. SchrodingerBridgeScheme SchrodingerBridgeScheme Public

    Jupyter Notebook 1

  2. UDA-NF UDA-NF Public

    Jupyter Notebook

  3. OT_flow OT_flow Public

    Jupyter Notebook

  4. Importance-Sampling-Stopping-Rule Importance-Sampling-Stopping-Rule Public

    This repository contains reproducible examples and simulations in the "A principled stopping rule for importance sampling" by Agarwal, Vats, and Elvira (2021) paper.

    R

  5. quasiNewtonMM quasiNewtonMM Public

    Broyden's quasi-Newton (BQN) method based acceleration scheme for MM algorithms

    R 2

  6. multichainACF multichainACF Public

    Auto Covariance/Correlation Function for multiple Markov chains

    HTML 6