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Merge pull request #199 from Julia-Tempering/automala-docs
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Add autoMALA references in docs
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miguelbiron authored Feb 5, 2024
2 parents e4cebd6 + 0270cef commit 7b4c0ba
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12 changes: 9 additions & 3 deletions docs/README.md
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From the root of the Pigeons repo:

```
julia
include("docs/make.jl")
$ julia
julia> include("docs/make.jl")
```

To view the generated website, use LiveServer (but don't add it to the Project file)
```julia
using LiveServer
serve(dir="docs/build")
```

If the documentation build hangs (https://github.com/Julia-Tempering/Pigeons.jl/issues/60)
Expand All @@ -17,4 +23,4 @@ a workaround is the following:

## Generating a single page

See `docs/toggle.jl`.
See `docs/toggle.jl`.
3 changes: 2 additions & 1 deletion docs/src/index.md
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Expand Up @@ -17,6 +17,7 @@ of the following algorithms:
- Non-Reversible Parallel Tempering (NRPT),
[Syed et al., 2021](https://rss.onlinelibrary.wiley.com/doi/10.1111/rssb.12464).
- Variational PT, [Surjanovic et al., 2022](https://arxiv.org/abs/2206.00080).
- autoMALA, [Biron-Lattes et al., 2023](https://arxiv.org/abs/2310.16782).

These algorithms achieve state-of-the-art performance for approximation
of challenging probability distributions.
Expand Down Expand Up @@ -146,4 +147,4 @@ citing our work by referring to [our Pigeons paper](https://arxiv.org/abs/2308.0

**APA**

Surjanovic, N., Biron-Lattes, M., Tiede, P., Syed, S., Campbell, T., & Bouchard-Côté, A. (2023). Pigeons.jl: Distributed sampling from intractable distributions. *arXiv:2308.09769.*
Surjanovic, N., Biron-Lattes, M., Tiede, P., Syed, S., Campbell, T., & Bouchard-Côté, A. (2023). Pigeons.jl: Distributed sampling from intractable distributions. *arXiv:2308.09769.*
5 changes: 4 additions & 1 deletion docs/src/input-stan.md
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Expand Up @@ -49,7 +49,7 @@ Notice that we have specified a reference distribution, in this case the same mo
no observations (hence the prior). This needs to be done with Stan targets because it is
not possible to automatically extract a prior from a .stan file.

For a [`StanLogPotential`](@ref), the [`default_explorer()`](@ref) is [`AutoMALA`](@ref).
For a [`StanLogPotential`](@ref), the [`default_explorer()`](@ref) is [`AutoMALA`](@ref)[^1].



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<iframe src="../stan_posterior_densities_and_traces.html" style="height:500px;width:100%;"></iframe>
```

[^1]: Biron-Lattes, M., Surjanovic, N., Syed, S., Campbell, T., and Bouchard-Côté, A.
(2023). autoMALA: Locally adaptive Metropolis-adjusted Langevin algorithm. *Accepted
for AISTATS 2024*. [arXiv:2310.16782](https://arxiv.org/abs/2310.16782).

4 changes: 4 additions & 0 deletions src/explorers/AutoMALA.jl
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Expand Up @@ -20,6 +20,10 @@ condition the problem.
In normal circumstance, there should not be a need for tuning,
however the following optional keyword parameters are available:
$FIELDS
Reference: Biron-Lattes, M., Surjanovic, N., Syed, S., Campbell, T., and Bouchard-Côté, A.
(2023). autoMALA: Locally adaptive Metropolis-adjusted Langevin algorithm. *Accepted
for AISTATS 2024*. [arXiv:2310.16782](https://arxiv.org/abs/2310.16782).
"""
@kwdef struct AutoMALA{T,TPrec <: Preconditioner}
"""
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