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stateline

Stateline is a framework for distributed Markov Chain Monte Carlo (MCMC) sampling written in C++11. It focuses on parallel tempering methods which are highly parallelisable.

System Support

Currently, Stateline runs on Linux-based operating systems only.

Compiler Support

Stateline has been compiled and tested under g++ 4.8.2.

Prerequisites

Stateline requires the following libraries as prerequisites:

  • Boost 1.55
  • Eigen 3.2.0
  • google-log (glog) 0.3.3
  • google-test (gtest) 1.7.0
  • zeromq 4.0.3
  • cppzeromq 2358037407 (commit hash)
  • nlohmann json (commit 58d7342)

Building

The simplest way to get Stateline running is to run the fetch-all.sh script in the project root directory:

$ git clone https://github.com/NICTA/stateline.git
$ cd stateline && ./fetch-all.sh
$ cd build/debug && make

This will automatically download and build the necessary dependencies into a build folder. It will also create and configure separate folders for debug and release builds. If you want to do a release build, just run make in the release build folder instead. There are also more advanced build instructions.

Running C++ Demo

To see Stateline in action, open two terminals and run the following commands in a build directory:

Run the Stateline server in Terminal 1:

$ ./stateline --config=cpp-demo-config.json

Run a Stateline worker in Terminal 2:

$ ./demo-worker

Now, in your build directory, you should see a folder called cpp-demo-chains. This folder contains samples from the demo MCMC. Running

$ python vis.py cpp-demo-output/0.csv

will launch a Python script that visualises the samples of the first chain. You'll need NumPy and the excellent triangle-plot module.

Running Python Demo

There is also a demo in Python, which shows how workers written in other languages can interact with the Stateline server. Again, open two terminals and run the following commands in a build directory:

Run the Stateline server in Terminal 1:

$ ./stateline --config=python-demo-config.json

Run a Stateline worker in Terminal 2:

$ python demo-worker.py

And again, running

$ python vis.py python-demo-output/0.csv

will launch a Python script that visualises the samples of the first chain.

Documentation

Documentation can be found in the wiki, and there is automatic doxygen documentation generated by running

$ make doc

in a build directory. Please ensure Doxygen is installed. Finally, there are demos for python and C++ in the src/bin folder.

Licence

Please see the LICENSE file, and COPYING and COPYING.LESSER.

Bug Reports

If you find a bug, please open an issue.

Contributing

Contributions and comments are welcome. Please read our style guide before submitting a pull request.