aki-nishimura / discontinuous-hmc
"Discontinuous Hamiltonian Monte Carlo for sampling discrete parameters" by Akihiko Nishimura, David Dunson, Jianfeng Lu
☆27Updated 6 years ago
Alternatives and similar repositories for discontinuous-hmc:
Users that are interested in discontinuous-hmc are comparing it to the libraries listed below
- Practical tools for quantifying how well a sample approximates a target distribution☆27Updated 4 years ago
- Stochastic Gradient Markov Chain Monte Carlo and Optimisation☆17Updated 8 years ago
- Generic API for dispatch to Pyro backends.☆16Updated 3 years ago
- Automatic Reparameterisation of Probabilistic Programs☆36Updated 4 years ago
- Efficient, lightweight variational inference and approximation bounds☆43Updated last year
- A Julia implementation of sparse Gaussian processes via path-wise doubly stochastic variational inference.☆33Updated 4 years ago
- Unbiased MCMC with couplings☆19Updated 5 years ago
- Piecewise Deterministic Sampler library (Bouncy particle sampler, Zig Zag sampler, ...)☆33Updated 4 years ago
- Bayesian inference for a logistic regression model in various languages☆42Updated last year
- "Variational inference tools to leverage estimator sensitivity."☆16Updated last year
- This repository houses the code for the community website http://www.probabilistic-numerics.org☆35Updated 4 years ago
- Jax-based MaxEnt☆18Updated 5 years ago
- BayesianNonparametrics in julia☆32Updated 6 years ago
- Prototypes of differentiable differential equation solvers in JAX.☆27Updated 5 years ago
- An ultra-lightweight JAX implementation of sparse Gaussian processes via pathwise sampling.☆22Updated 4 years ago
- Causal Inference with Invariant Prediction☆25Updated 4 years ago
- Unbiased Markov chain Monte Carlo with couplings☆29Updated 2 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…☆20Updated 5 years ago
- A light interface to serial and multi-threaded Sequential Monte Carlo☆31Updated 3 years ago
- A Julia package to support conjugate prior distributions.☆47Updated 2 years ago
- A simple library to run variational inference on Stan models.☆30Updated 2 years ago
- Inference for diffusion processes with the use of `Guided Proposals`☆16Updated 4 years ago
- Bayesian Nonparametric Mixture Models in Julia☆14Updated 7 years ago
- some scripts for the couplings enthusiasts!☆32Updated 4 years ago
- probabilistic programming focused on fun☆40Updated 5 months ago
- An efficient and flexible sampler of the Pólya-Gamma distribution with a NumPy/SciPy compatible interface.☆24Updated this week
- AeMCMC is a Python library that automates the construction of samplers for Aesara graphs representing statistical models.☆39Updated last year
- Inference Combinators in JAX☆47Updated 6 months ago
- Painless optimisation of constrained variables in AutoGrad, TensorFlow, PyTorch, and JAX☆23Updated 2 years ago
- Posterior with interesting shapes from actually used models☆13Updated 2 months ago