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:
- Extension functionality which uses Stan.jl, DynamicHMC.jl, and Turing.jl to estimate the parameters to differential equations and perform…☆125Updated last month
- State estimation, smoothing and parameter estimation using Kalman and particle filters.☆141Updated last month
- Proximal algorithms for nonsmooth optimization in Julia☆136Updated 4 months ago
- A Julia implementation of sparse Gaussian processes via path-wise doubly stochastic variational inference.☆33Updated 5 years ago
- OptimPack is a library for large optimization problems.☆37Updated 6 months ago
- ☆40Updated 3 years ago
- Gaussian Process package based on data augmentation, sparsity and natural gradients☆137Updated last year
- Fast inference for Gaussian processes in problems involving time. Partly built on results from https://proceedings.mlr.press/v161/tebbutt…☆120Updated 6 months ago
- Call julia from matlab.☆10Updated 9 years ago
- A light interface to serial and multi-threaded Sequential Monte Carlo☆32Updated 3 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
- A MATLAB toolbox for analysing structural properties of nonlinear models (identifiability, observability, accessibility, controllability)☆31Updated this week
- Painless optimisation of constrained variables in AutoGrad, TensorFlow, PyTorch, and JAX☆23Updated 2 years ago
- A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.☆112Updated 3 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…☆21Updated 6 years ago
- Exploratory analysis of Bayesian models with Julia☆109Updated this week
- "Discontinuous Hamiltonian Monte Carlo for sampling discrete parameters" by Akihiko Nishimura, David Dunson, Jianfeng Lu☆28Updated 7 years ago
- Sleek implementations of the ZigZag, Boomerang and other assorted piecewise deterministic Markov processes for Markov Chain Monte Carlo i…☆104Updated 3 years ago
- Python-based Derivative-Free Optimizer for Least-Squares☆42Updated 3 weeks ago
- Short course on dimension reduction for AMSI☆35Updated 2 years ago
- IterGP: Computation-Aware Gaussian Process Inference (NeurIPS 2022)☆42Updated 2 years ago
- A generic library for linear and non-linear Gaussian smoothing problems. The code leverages JAX and implements several linearization algo…☆12Updated 10 months ago
- Unbiased MCMC with couplings☆19Updated 6 years ago
- Proximal operators for nonsmooth optimization in Julia☆137Updated last year
- Julia Package for discrete-time linear Gaussian parametric filtering systems, namely KF, EKF, UKF, GM-PHD☆46Updated 8 months ago
- Matlab toolbox for set-oriented numerics in dynamical systems☆18Updated last year
- Bayesian state-space modelling on high-performance hardware, including multicore, GPUs and distributed clusters.☆102Updated 2 years ago
- Turing.jl port of the book "Regression and Other Stories" by Andrew Gelman, Jennifer Hill, and Aki Vehtari☆19Updated 3 years ago
- Fast and automatic structural identifiability software for ODE systems☆125Updated last week
- Anderson accelerated Douglas-Rachford splitting☆29Updated 4 years ago