aki-nishimura / NUTS-matlabLinks
☆15Updated 8 years ago
Alternatives and similar repositories for NUTS-matlab
Users that are interested in NUTS-matlab are comparing it to the libraries listed below
Sorting:
- A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algo…☆12Updated 11 months ago
- "Discontinuous Hamiltonian Monte Carlo for sampling discrete parameters" by Akihiko Nishimura, David Dunson, Jianfeng Lu☆28Updated 7 years ago
- State estimation, smoothing and parameter estimation using Kalman and particle filters.☆141Updated last week
- Scalable Gaussian Process Regression with Derivatives☆38Updated 6 years ago
- Call julia from matlab.☆10Updated 10 years ago
- Sandia Injury Biomechanics Laboratory (SIBL)☆15Updated 10 months ago
- OptimPack is a library for large optimization problems.☆37Updated 7 months ago
- Bayesian state-space modelling on high-performance hardware, including multicore, GPUs and distributed clusters.☆102Updated 2 years ago
- Extension functionality which uses Stan.jl, DynamicHMC.jl, and Turing.jl to estimate the parameters to differential equations and perform…☆125Updated 3 months 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
- A Julia implementation of sparse Gaussian processes via path-wise doubly stochastic variational inference.☆33Updated 5 years ago
- Companion Matlab and Python codes for the book Bayesian Filtering and Smoothing by Simo Särkkä and Lennart Svensson☆78Updated last year
- Julia Package for discrete-time linear Gaussian parametric filtering systems, namely KF, EKF, UKF, GM-PHD☆47Updated 9 months ago
- Compares Stan, PyMC, and PyMC + JAX numpyro sampler on a model for tennis☆33Updated 2 years ago
- Matlab toolbox for set-oriented numerics in dynamical systems☆20Updated last year
- A light interface to serial and multi-threaded Sequential Monte Carlo☆32Updated 3 years ago
- IterGP: Computation-Aware Gaussian Process Inference (NeurIPS 2022)☆42Updated 2 years ago
- Proximal algorithms for nonsmooth optimization in Julia☆139Updated 5 months ago
- Fast inference for Gaussian processes in problems involving time. Partly built on results from https://proceedings.mlr.press/v161/tebbutt…☆121Updated last month
- Structured optimization in Julia☆75Updated 2 years ago
- 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
- MATLAB codes for matrix exponential times a vector.☆32Updated 6 years ago
- Unbiased MCMC with couplings☆19Updated 6 years ago
- Least angle regression and the lasso covariance test☆25Updated 2 years ago
- A package for Gaussian random field generation in Julia☆79Updated 2 months ago
- ☆40Updated 4 years ago
- Exploratory analysis of Bayesian models with Julia☆111Updated last week
- embedding Julia in the MATLAB process.☆53Updated 4 years ago
- A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.☆112Updated 3 years ago
- Gaussian Process package based on data augmentation, sparsity and natural gradients☆137Updated last year