Alternatives and similar repositories for mcmc

Users that are interested in mcmc are comparing it to the libraries listed below

• JamesYang007 / FastAD
  FastAD is a C++ implementation of automatic differentiation both forward and reverse mode.
  ☆108Updated last year
• JamesYang007 / autoppl
  C++ template library for probabilistic programming
  ☆49Updated 4 years ago
• stan-dev / math
  The Stan Math Library is a C++ template library for automatic differentiation of any order using forward, reverse, and mixed modes. It i…
  ☆781Updated this week
• RUrlus / carma
  Converters between Armadillo matrices (C++) and Numpy arrays using Pybind11
  ☆97Updated 3 months ago
• rjhogan / Adept-2
  Combined array and automatic differentiation library in C++
  ☆175Updated 2 weeks ago
• SGpp / SGpp
  SG⁺⁺ – the numerical library for Sparse Grids in all their variants.
  ☆75Updated last week
• headmyshoulder / odeint-v2
  odeint - solving ordinary differential equations in c++ v2
  ☆349Updated 5 years ago
• kthohr / stats
  A C++ header-only library of statistical distribution functions.
  ☆548Updated 2 years ago
• tbs1980 / NumericalIntegration
  A C++ header-only, precision-independent library for performing numerical integration
  ☆85Updated 7 years ago
• steven-varga / h5cpp
  C++17 templates between [stl::vector | armadillo | eigen3 | ublas | blitz++] and HDF5 datasets
  ☆147Updated 3 years ago
• kthohr / optim
  OptimLib: a lightweight C++ library of numerical optimization methods for nonlinear functions
  ☆853Updated last year
• yixuan / spectra
  A header-only C++ library for large scale eigenvalue problems
  ☆781Updated 5 months ago
• mlpack / ensmallen
  A header-only C++ library for numerical optimization --
  ☆789Updated last month
• lawmurray / LibBi
  Bayesian state-space modelling on high-performance hardware, including multicore, GPUs and distributed clusters.
  ☆101Updated last year
• pdfo / pdfo
  Powell's Derivative-Free Optimization solvers.
  ☆102Updated last month
• pghysels / STRUMPACK
  Structured Matrix Package (LBNL)
  ☆173Updated 2 weeks ago
• rjhogan / Adept
  Fast automatic differentiation library in C++
  ☆106Updated 3 years ago
• chi-feng / gp-demo
  Gaussian Process Regression Interactive Javascript Demo
  ☆55Updated 6 years ago
• matt-graham / mici
  Manifold Markov chain Monte Carlo methods in Python
  ☆230Updated last week
• romeric / expression_templates_benchmark
  Benchmark of expression templates libraries
  ☆40Updated 5 years ago
• stevengj / cubature
  multi-dimensional adaptive integration (cubature) in C
  ☆134Updated 2 years ago
• cdslaborg / paramonte
  ParaMonte: Parallel Monte Carlo and Machine Learning Library for Python, MATLAB, Fortran, C++, C.
  ☆289Updated 5 months ago
• markmbaum / libode
  Easy-to-compile, high-order ODE solvers as C++ classes
  ☆43Updated 11 months ago
• arotem3 / numerics
  library of numerical methods using Armadillo
  ☆23Updated 3 years ago
• coin-or / ADOL-C
  A Package for Automatic Differentiation of Algorithms Written in C/C++
  ☆156Updated last week
• kul-optec / libForBES
  libForBES is a C++ solver for generic, constrained and possibly nonsmooth convex optimization problems. LASSO, optimal control, elastic n…
  ☆10Updated 8 years ago
• bob-carpenter / ad-handbook
  Automatic Differentiation Handbook
  ☆147Updated 4 years ago
• eth-cscs / abcpy
  ABCpy package
  ☆114Updated last year
• coin-or / CppAD
  A C++ Algorithmic Differentiation Package: Home Page
  ☆519Updated last week
• usnistgov / ChebTools
  C++ tools for working with Chebyshev expansion interpolants
  ☆33Updated last month