lawmurray / LibBi
Bayesian state-space modelling on high-performance hardware, including multicore, GPUs and distributed clusters.
☆99Updated last year
Alternatives and similar repositories for LibBi:
Users that are interested in LibBi are comparing it to the libraries listed below
- Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"☆28Updated 5 years ago
- ☆15Updated 8 years ago
- sgmcmc: a stochastic gradient MCMC package for R☆29Updated 4 years ago
- Materials for a workshop on Julia programming at UW-Madison Statistics Dept. in June 2014☆31Updated 5 years ago
- Generalized lasso implementations☆46Updated 5 months ago
- Draft introduction to probability and inference aimed at the Stan manual.☆86Updated 8 years ago
- "Discontinuous Hamiltonian Monte Carlo for sampling discrete parameters" by Akihiko Nishimura, David Dunson, Jianfeng Lu☆27Updated 6 years ago
- Repo for code from the SBC paper☆24Updated 6 years ago
- State space models (dynamic linear models, hidden Markov models) implemented in Stan.☆47Updated 6 years ago
- A probabilistic programming language that combines automatic differentiation, automatic marginalization, and automatic conditioning withi…☆115Updated last month
- ☆42Updated 4 years ago
- An R package for large scale estimation with stochastic gradient descent☆62Updated last year
- libForBES is a C++ solver for generic, constrained and possibly nonsmooth convex optimization problems. LASSO, optimal control, elastic n…☆10Updated 7 years ago
- Automatic Reparameterisation of Probabilistic Programs☆36Updated 4 years ago
- Pareto smoothed importance sampling (PSIS) and PSIS leave-one-out cross-validation for Python and Matlab/Octave☆76Updated last year
- Some teaching material and other educational resources☆41Updated 5 months ago
- Least angle regression and the lasso covariance test☆25Updated last year
- Distributions for Python☆48Updated 3 years ago
- Source files for the book "Bayesian Workflow Using Stan"☆96Updated 3 years ago
- CmdStan, the command line interface to Stan☆218Updated this week
- MCMC tools for Julia☆35Updated 11 years ago
- A fast C++ API for simulating the spread of epidemics on contact networks.☆41Updated last year
- Unbiased MCMC with couplings☆19Updated 5 years ago
- ELFI - Engine for Likelihood-Free Inference☆272Updated 8 months ago
- Bayesian Networks for Julia☆225Updated 2 weeks ago
- Julia wrapper for fitting Lasso/ElasticNet GLM models using glmnet☆96Updated 5 months ago
- A Julia package to support conjugate prior distributions.☆47Updated 2 years ago
- Fast C code for sampling Polya-gamma random variates. Builds on Jesse Windle's BayesLogit library.☆82Updated 4 years ago
- Julia package for Bayesian mixture models☆27Updated 4 years ago
- LowRankModels.jl is a julia package for modeling and fitting generalized low rank models.☆191Updated 3 years ago