# Anytime package

Version 1.0.0 by Lawrence Murray

Experiments for the paper Anytime Monte Carlo.

## Synopsis

./run.sh

Runs the Lorenz ‘96 inference experiments using SMC$^2$ on a cluster.

./run_toy.sh

Runs the toy examples in GNU Octave. Alternatively, these can be run from MATLAB, inspect the script to see how this works.

./run_tau.sh

Runs the Lorenz ‘96 likelihood and timing experiments.

./run_bifurc.sh

Runs the Lorenz ‘96 experiments necessary to construct the bifurcation plots in the paper.

./plot.sh

Produces all plots after these runs are complete.

## Description

This package can be used to reproduce the results of the experiments in Murray et al. 2016.

Some configuration of the *.sh scripts and associated *.conf configuration files may be necessary to get them running on a particular system. Also see the Lorenz96 package, on which this package is based.

The package requires new features in LibBi 1.3.0.

## References

L. M. Murray, S. Singh, P. E. Jacob and A. Lee. Anytime Monte Carlo. 2016. Online at https://arxiv.org/abs/1612.03319.