RJLab: Reversible Jump Laboratory for Python 3.x

Examples for AISTAT 2023 conference paper "Transport Reversible Jump Proposals"

To run the examples, first install Poetry, then install the project.

python3 -m pip install poetry
git clone git@github.com:daviesl/trjp.git
cd trjp
poetry install

Then run the below shell script to produce results and plots for all examples.

#!/usr/bin/env bash

if [ $# -eq 0 ]; then
	export RUNSAS=1
	export RUNFA=1
	export RUNVS=1
elif [ $1 == s ]; then
	export RUNSAS=1
	export RUNFA=0
	export RUNVS=0
elif [ $1 == f ]; then
	export RUNSAS=0
	export RUNFA=1
	export RUNVS=0
elif [ $1 == v ]; then
	export RUNSAS=0
	export RUNFA=0
	export RUNVS=1
fi

cd examples

if [ $RUNSAS -eq 1 ]; then
# run SAS plots
cd sas
export OUT=rjmcmc_output/
poetry run python3 plot_sinharcsinh_prop_all.py
for i in $(seq 0 5); do
	taskset --cpu-list 0-1 poetry run python3 run_RJMCMC_sinharcsinh_traces_af.py run $i $OUT &
	taskset --cpu-list 2-3 poetry run python3 run_RJMCMC_sinharcsinh_traces_perfect.py run $i $OUT &  
	taskset --cpu-list 4-5 poetry run python3 run_RJMCMC_sinharcsinh_traces_nf.py run $i $OUT &
	wait
done
poetry run python3 plot_sas_mp_trace.py $OUT
# uncomment below to obtain plot using previously run chains 
#poetry run python3 plot_sas_mp_trace.py sas_rjmcmc_chains
cd ..
fi

if [ $RUNFA -eq 1 ]; then
# run FA plots
cd fa
poetry run python3 fa_plot_prop.py
for i in $(seq 0 9); do
	for j in 0 3; do
		poetry run python3 generate_fa_NUTS_pySMC_posteriors.py $j $i run 0
	done
done
for proptype in $(seq 0 2); do
	for i in $(seq 0 9); do
		for j in 0 3; do
			poetry run python3 generate_fa_NUTS_pySMC_posteriors.py $j $i bridge $proptype
		done
	done
done
poetry run python3 fa_plot_bbe_tt.py
for proptype in 0 2; do
	for i in $(seq 0 9); do
		for j in 3; do
			poetry run python3 fa_rjmcmc.py $j $i reload $proptype
		done
	done
done
poetry run python3 plot_FA_lq_af_rq_rjmcmc_trace_pyplot_b_5.py output/
cd ..
fi

if [ $RUNVS -eq 1 ]; then
# run VS plots
cd vs
for i in $(seq 0 79); do
	for j in 0 1 2 3; do
		poetry run python3 sample_indiv_smc.py run $i $j
		poetry run python3 bbe_affine.py reload $i $j
		poetry run python3 bbe_naive.py reload $i $j
		poetry run python3 bbe_indiv_tf.py reload $i $j
		poetry run python3 bbe_cnf.py reload $i $j
	done
done
poetry run python3 plot_bbe_violin_500_4000.py
poetry run python3 plot_bbe_violin_all.py
cd ..
fi