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A Julia package implementing Non-reversible Simulated Tempering

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UBC-Stat-ML/NRST.jl

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NRST.jl

A Julia package implementing the Non-reversible Simulated Tempering sampler described in

Biron-Lattes, M., Campbell, T., and Bouchard-Côté, A. (2023). Automatic regenerative simulation via non-reversible simulated tempering. arXiv:2309.05578.

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