This package is based on the package "unbiasedmcmc" by Pierre E. Jacob on https://github.com/pierrejacob/unbiasedmcmc.
The package contains data and code to reproduce the results of “Unbiased Multilevel Monte Carlo methods for intractable distributions: MLMC meets MCMC”, by Guanyang Wang and Tianze Wang, available at https://arxiv.org/abs/2204.04808
The package can be installed from R via:
# install.packages("devtools")
devtools::install_github("TzWng/unbiasedmlmc")All the examples in the paper can be reproduced using the code in the file "inst".
One can run the code on clusters with .vs files and collect the results using .py file.
To get the figures, one could loading the corresponding data then run the code in "Figure".