matejbalog / mondrian-kernelLinks
The Mondrian kernel is a random feature approximation to the Laplace kernel allowing fast kernel width selection.
☆12Updated 9 years ago
Alternatives and similar repositories for mondrian-kernel
Users that are interested in mondrian-kernel are comparing it to the libraries listed below
Sorting:
- Library of composable generative population models which serve as the modeling and inference backend of BayesDB.☆25Updated last year
- Bayesian Regression Models in Pyro☆73Updated last year
- Automatic Reparameterisation of Probabilistic Programs☆36Updated 5 years ago
- sgmcmc: a stochastic gradient MCMC package for R☆30Updated 5 years ago
- ☆33Updated 5 years ago
- A compiler for Bayesian time series models.☆24Updated last year
- Unbiased Markov chain Monte Carlo with couplings☆30Updated 3 years ago
- Generalized lasso implementations☆46Updated last year
- Pyro models and misc examples.☆19Updated 4 years ago
- Modeling agents with probabilistic programs☆67Updated 6 years ago
- HTTP interface to Stan, a package for Bayesian inference.☆41Updated 9 months ago
- R in Finance 2016 Seminar: Modern Bayesian Tools for Time Series Analysis☆28Updated 9 years ago
- Draft introduction to probability and inference aimed at the Stan manual.☆83Updated 9 years ago
- ☆182Updated 3 years ago
- General Latent Feature Modeling for Heterogeneous data☆50Updated last year
- CausalFX R Package☆13Updated 10 years ago
- Bayesian state-space modelling on high-performance hardware, including multicore, GPUs and distributed clusters.☆102Updated 2 years ago
- Implementation of various algorithms in the Nested Sequential Monte Carlo family of methods.☆14Updated 10 years ago
- Temporally-reweighted Chinese restaurant process mixture models for multivariate time series☆37Updated last year
- Pareto smoothed importance sampling (PSIS) and PSIS leave-one-out cross-validation for Python and Matlab/Octave☆78Updated last year
- A Python library for reinforcement learning using Bayesian approaches☆53Updated 10 years ago
- The holdout randomization test: feature selection using black box predictive models☆22Updated 4 years ago
- ☆12Updated 2 years ago
- An R package for large scale estimation with stochastic gradient descent☆62Updated last week
- Edward content including papers, posters, and talks☆92Updated 5 years ago
- Implementation of an algorithm for Markov chain Monte Carlo with data subsampling☆32Updated 9 years ago
- Toolbox for Bayesian Optimization and Model-Based Optimization in R☆188Updated 2 years ago
- "Discontinuous Hamiltonian Monte Carlo for sampling discrete parameters" by Akihiko Nishimura, David Dunson, Jianfeng Lu☆28Updated 7 years ago
- A Stan-like probabilistic programming language.☆68Updated 5 years ago
- "Variational inference tools to leverage estimator sensitivity."☆16Updated 2 years ago