ColCarroll / couplingsLinks
Unbiased MCMC with couplings
☆19Updated 6 years ago
Alternatives and similar repositories for couplings
Users that are interested in couplings are comparing it to the libraries listed below
Sorting:
- Painless optimisation of constrained variables in AutoGrad, TensorFlow, PyTorch, and JAX☆23Updated 2 years ago
- Benchmarks of Bayesian Nonparametric models in Turing and other PPLs☆28Updated last year
- AeMCMC is a Python library that automates the construction of samplers for Aesara graphs representing statistical models.☆39Updated 2 years ago
- "Discontinuous Hamiltonian Monte Carlo for sampling discrete parameters" by Akihiko Nishimura, David Dunson, Jianfeng Lu☆29Updated 7 years ago
- A light interface to serial and multi-threaded Sequential Monte Carlo☆32Updated 3 years ago
- Sampling with Blackjax on Aesara☆11Updated 2 years ago
- A lightweight and performant implementation of HMC and NUTS in Python, spun out of the PyMC project.☆59Updated last year
- Compares Stan, PyMC, and PyMC + JAX numpyro sampler on a model for tennis☆33Updated 2 years ago
- some scripts for the couplings enthusiasts!☆32Updated 5 years ago
- Fast inference for Gaussian processes in problems involving time. Partly built on results from https://proceedings.mlr.press/v161/tebbutt…☆121Updated last month
- Gaussian Process package based on data augmentation, sparsity and natural gradients☆137Updated last year
- A Julia implementation of sparse Gaussian processes via path-wise doubly stochastic variational inference.☆33Updated 5 years ago
- Posterior with interesting shapes from actually used models☆13Updated 10 months ago
- A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algo…☆12Updated last year
- Practical tools for quantifying how well a sample approximates a target distribution☆28Updated 5 years ago
- Exploratory analysis of Bayesian models with Julia☆111Updated this week
- Sleek implementations of the ZigZag, Boomerang and other assorted piecewise deterministic Markov processes for Markov Chain Monte Carlo i…☆104Updated 3 years ago
- A Julia package to support conjugate prior distributions.☆49Updated 2 years ago
- A comparison of PPL APIs☆27Updated 6 years ago
- Extension functionality which uses Stan.jl, DynamicHMC.jl, and Turing.jl to estimate the parameters to differential equations and perform…☆125Updated 4 months ago
- Exponential families for JAX☆75Updated last month
- Probabilistic ODE solvers are fun, but are they fast? See also: https://github.com/pnkraemer/probdiffeq for JAX code or https://github.c…☆21Updated last year
- Stochastic Gradient Markov Chain Monte Carlo and Optimisation☆17Updated 8 years ago
- This tutorial is a basic guide to understanding the Zig-Zag Sampling method. This document is released with the aim of diffusion and shar…☆22Updated 6 years ago
- ☆16Updated 8 months ago
- BridgeStan provides efficient in-memory access through Python, Julia, and R to the methods of a Stan model.☆106Updated last week
- An HMC/NUTS implementation in Aesara☆31Updated 2 years ago
- Implementations of single and multi-ellipsoid nested sampling☆47Updated 3 weeks ago
- Continuously tempered Hamiltonian Monte Carlo☆12Updated 8 years ago
- Low rank adaptation of covariance matrices for nuts sampling in pymc3☆15Updated 3 years ago