# Continuously Tempered Zig-Zag

This contains the code for the "Continuously tempered PDMP samplers"

Subdirectories bm, gmm and transdimensional contain code for specific applications. Code contains the files for implementing the continuously tempered Zig-Zag. Experiments in the GMM and BM used computation implemented in parallel using high performance computational resources -- the code used is specified within the corresponding directory. 

For the Boltzmann machine example see the supporting [code](https://github.com/matt-graham/continuously-tempered-hmc) and the associated reference [continuously tempered HMC](https://arxiv.org/abs/1704.03338). The relaxation parameters were generated using the [code](https://github.com/matt-graham/boltzmann-machine-tools) and used also in [code](https://github.com/chris-nemeth/pseudo-extended-mcmc-code) with reference [Psuedo-Extended MCMC](https://proceedings.neurips.cc/paper/2019/file/e3ca0449fa2ea7701a7ac53fb719c51a-Paper.pdf).

Scripts are run by opening the project file (ctzigzag.Rproj) and running the relevant R scripts. 
