Code

Here are some repositories that contain code implementing unbiased MCMC.

R scripts

R packages hosted on github can be installed with devtools as follows

# install.packages("devtools")
devtools::install_github("pierrejacob/umcmchandbook")

Code to reproduce the figures in Atchadé & Jacob 2023+:

• https://github.com/pierrejacob/umcmchandbook

Code to reproduce the figures and tables in the 2020 JRSS B discussion paper:

• https://github.com/pierrejacob/unbiasedmcmc

Code to reproduce the figures and tables in the Poisson equation paper

• https://github.com/pierrejacob/unbiasedpoisson

Python scripts

• https://colcarroll.github.io/couplings/

• https://github.com/johnoleary/mh-max-couplings

• https://github.com/tinnguyen96/partition-coupling

Julia scripts

• https://github.com/awllee/CoupledConditionalSMC.jl