VietTran86 / Copula-Variational-BayesLinks
Matlab code for my paper "Copula Variational Bayes inference via information geometry", submitted to IEEE Trans. on information theory, 2018
☆54Updated 6 years ago
Alternatives and similar repositories for Copula-Variational-Bayes
Users that are interested in Copula-Variational-Bayes are comparing it to the libraries listed below
Sorting:
- A variational method for fast, approximate inference for stochastic differential equations.☆44Updated 7 years ago
- Code for ICML 2019 paper on "Fast and Simple Natural-Gradient Variational Inference with Mixture of Exponential-family Approximations"☆19Updated 4 years ago
- Implementation of the Gaussian processes regression with inducing points for online data with ensemble Kalman filter estimation. Code for…☆17Updated 7 years ago
- Implementation for Non-stationary Spectral Kernels (NIPS 2017)☆20Updated 5 years ago
- Parametric Gaussian Process Regression for Big Data☆45Updated 5 years ago
- Nonlinear Sigma-Point Kalman Filters based on Bayesian Quadrature☆12Updated 4 years ago
- Non-stationary spectral mixture kernels implemented in GPflow☆28Updated 6 years ago
- Sample code for the NIPS paper "Scalable Variational Inference for Dynamical Systems"☆26Updated 6 years ago
- Know Your Boundaries: Constraining Gaussian Processes by Variational Harmonic Features☆24Updated 6 years ago
- Sampling via Moment Sharing☆11Updated 10 years ago
- A collection of Gaussian process models☆30Updated 8 years ago
- Provides various extensions to the GPML toolbox for Gaussian process inference in MATLAB.☆34Updated 8 years ago
- Matlab code implementing Hamiltonian Annealed Importance Sampling for importance weight, partition function, and log likelihood estimatio…☆26Updated 11 years ago
- Infinite-horizon Gaussian processes☆33Updated 5 years ago
- Various packages used by PMTK.☆56Updated 6 years ago
- Codes for Hilbert space reduced-rank GP regression☆14Updated 6 years ago
- Riemannian stochastic optimization algorithms: Version 1.0.3☆66Updated 2 years ago
- Variational Bayesian Monte Carlo (VBMC) algorithm for posterior and model inference in MATLAB☆230Updated 2 years ago
- Stochastic Gradient Riemannian Langevin Dynamics☆34Updated 10 years ago
- Optimal Transport for Dummies - Code, slides and article☆33Updated 8 years ago
- simple MATLAB code for randomized matrix computation☆23Updated 9 years ago
- Code to produce demos of Metroplis-Hastings and Hamiltonian Monte Carlo samplers.☆36Updated 11 years ago
- Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)☆65Updated 6 years ago
- GPstuff - Gaussian process models for Bayesian analysis☆175Updated 2 years ago
- Gaussian processes regression models with linear inequality constraints☆15Updated last year
- Bayesian optimization in high-dimensions via random embedding.☆115Updated 12 years ago
- Python and MATLAB code for Stein Variational sampling methods☆26Updated 6 years ago
- Deep Gaussian Processes in matlab☆92Updated 4 years ago
- Code for the paper "Let’s Make Block Coordinate Descent Go Fast"☆48Updated 2 years ago
- Optimization using Stochastic quasi-Newton methods☆43Updated 8 years ago