chris-nemeth / sgmcmc-review-paperLinks
The code in this repository follows the paper "Stochastic gradient MCMC"
☆26Updated 6 years ago
Alternatives and similar repositories for sgmcmc-review-paper
Users that are interested in sgmcmc-review-paper are comparing it to the libraries listed below
Sorting:
- Unbiased Markov chain Monte Carlo with couplings☆30Updated 3 years ago
- Conditional calibration of conformal p-values for outlier detection.☆36Updated 3 years ago
- Conformal Bayes with importance sampling☆22Updated 4 years ago
- some scripts for the couplings enthusiasts!☆32Updated 5 years ago
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆49Updated 2 years ago
- Robust initialisation of inducing points in sparse variational GP regression models.☆33Updated 3 years ago
- Stochastic Gradient Hamiltonian Monte Carlo☆12Updated 6 years ago
- Efficient, lightweight variational inference and approximation bounds☆45Updated last month
- sgmcmc: a stochastic gradient MCMC package for R☆30Updated 5 years ago
- 🤿 Implementation of doubly stochastic deep Gaussian Process using GPflow and TensorFlow 2.0☆26Updated last year
- A simple library to run variational inference on Stan models.☆33Updated 2 years ago
- Implementation of Gibbs sampling for spike and slab priors☆18Updated 8 years ago
- OxCSML research group reading groups and meetings at the Department of Statistics, University of Oxford.☆93Updated 3 years ago
- R package to perform statistical inference in generative models using the Wasserstein distance (requires CGAL)☆28Updated 5 years ago
- Course material for the PhD course in Advanced Bayesian Learning☆59Updated 8 months ago
- An ultra-lightweight JAX implementation of sparse Gaussian processes via pathwise sampling.☆22Updated 4 years ago
- Implementation of the Gaussian Process Autoregressive Regression Model☆68Updated 10 months ago
- A variational method for fast, approximate inference for stochastic differential equations.☆44Updated 7 years ago
- c-lasso: a Python package for constrained sparse regression and classification☆32Updated 4 years ago
- Comparisons between best subset selection and other popular sparse regression estimators☆88Updated 2 years ago
- Self-tuning HMC algorithms and evaluations☆19Updated last year
- Course materials for Advanced Topics in Statistical Learning, Spring 2023☆49Updated 4 months ago
- Code for random Fourier features based on Rahimi and Recht's 2007 paper.☆58Updated 4 years ago
- Light-weighted code for Orthogonal Additive Gaussian Processes☆43Updated last year
- Demo data and code for "Sense and Sensitivity Analysis: Simple Post-Hoc Analysis of Bias Due to Unobserved Confounding".☆26Updated 3 years ago
- Nearest Neighbor Kernel Conditional Density Estimation☆11Updated 5 years ago
- Deep Adaptive Design: Amortizing Sequential Bayesian Experimental Design☆38Updated 4 years ago
- Fully Bayesian Inference in GPs - Gaussian and Generic Likelihoods☆22Updated 2 years ago
- Integrals of Gaussians under linear domain constraints☆15Updated 5 years ago
- A python package for learning prior distributions based on expert knowledge☆15Updated this week