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autoMALA test scripts

Nextflow scripts for the experiments in

Biron-Lattes, M., Surjanovic, N., Syed, S., Campbell, T., & Bouchard-Côté, A. (2023). autoMALA: Locally adaptive Metropolis-adjusted Langevin algorithm. arXiv preprint arXiv:2310.16782.

Usage

Compute clusters

The nextflow.config file instructs Nextflow to use Apptainer with a custom Docker image, so the user only needs to run e.g.,

./nextflow run AM_scaling.nf -profile [CLUSTER_PROFILE]

where [CLUSTER_PROFILE] currently supports

  • sockeye: UBC ARC sockeye cluster
  • CC: Digital Research Alliance of Canada (formerly Compute Canada)

Important: remember to fill the clusterOptions variable in nextflow.config with your credentials.

Local

If you have Docker installed locally, then the same Docker image can be used locally via

sudo ./nextflow run AM_scaling.nf -with-docker alexandrebouchardcote/default:0.1.4

Alternatively, if you have Julia and cmdstan installed locally, you can run

./nextflow run AM_scaling.nf

Note: this assumes that there is an environment variable CMDSTAN pointing to the directory where cmdstan lives. You can do this via

export CMDSTAN=/full/path/to/cmdstan-vx.xx