kthohr / mcmcLinks
A C++ library of Markov Chain Monte Carlo (MCMC) methods
☆188Updated last year
Alternatives and similar repositories for mcmc
Users that are interested in mcmc are comparing it to the libraries listed below
Sorting:
- FastAD is a C++ implementation of automatic differentiation both forward and reverse mode.☆118Updated 2 years ago
- Combined array and automatic differentiation library in C++☆183Updated 2 months ago
- A C++ header-only, precision-independent library for performing numerical integration☆87Updated 8 years ago
- Converters between Armadillo matrices (C++) and Numpy arrays using Pybind11☆102Updated 2 months ago
- C++ template library for probabilistic programming☆51Updated 5 years ago
- Powerful automatic differentiation in C++ and Python☆386Updated 2 weeks ago
- The Stan Math Library is a C++ template library for automatic differentiation of any order using forward, reverse, and mixed modes. It i…☆802Updated this week
- multi-dimensional adaptive integration (cubature) in C☆139Updated 4 months ago
- odeint - solving ordinary differential equations in c++ v2☆352Updated 6 years ago
- SG⁺⁺ – the numerical library for Sparse Grids in all their variants.☆77Updated last month
- OptimLib: a lightweight C++ library of numerical optimization methods for nonlinear functions☆879Updated last year
- C++17 templates between [stl::vector | armadillo | eigen3 | ublas | blitz++] and HDF5 datasets☆146Updated 5 months ago
- Header only, C++ library (and the Python pyaudi package) implementing the algebra of Taylor truncated polynomials and a few algorithms us…☆76Updated last month
- library of numerical methods using Armadillo☆23Updated 3 years ago
- C++ Large Scale Genetic Programming☆188Updated 2 weeks ago
- A C++ header-only library of statistical distribution functions.☆560Updated 2 years ago
- Benchmark of expression templates libraries☆42Updated 5 years ago
- All header files from numerical recipes. 3rd Edition.☆223Updated 3 years ago
- Powell's Derivative-Free Optimization solvers.☆107Updated 7 months ago
- C++ library for ODE integration via Taylor's method and LLVM☆230Updated last week
- Fastest Random Distribution Generator for Eigen☆103Updated last week
- A C++ toolkit for Convex Optimization (Logistic Loss, SVM, SVR, Least Squares etc.), Convex Optimization algorithms (LBFGS, TRON, SGD, Ad…☆54Updated 3 years ago
- High-order ODE solvers as C++ classes with no dependencies☆45Updated last year
- A header-only C++ library for large scale eigenvalue problems☆818Updated 3 months ago
- C++ Template Linear Algebra PACKage☆54Updated last week
- A header-only C++ library for numerical optimization --☆797Updated 3 weeks ago
- Fast automatic differentiation library in C++☆110Updated 4 years ago
- A Package for Automatic Differentiation of Algorithms Written in C/C++☆169Updated last week
- summary page for Armadillo - https://arma.sourceforge.net☆45Updated 3 years ago
- Library for computing with multidimensional functions☆53Updated last year