modusdatascience / choldate
Somewhat fast updating and downdating of Cholesky factors in Python
☆31Updated last year
Related projects ⓘ
Alternatives and complementary repositories for choldate
- Code for AutoGP☆26Updated 5 years ago
- Look Ahead Hamiltonian Monte Carlo☆30Updated 9 years ago
- A collection of Gaussian process models☆30Updated 7 years ago
- Fully nonstationary, heteroscedastic GP for Matlab☆14Updated 3 months ago
- Parameterization Framework for parameterized model creation and handling.☆47Updated 9 months ago
- Variational Sparse Spectrum Gaussian Process toolkit☆22Updated 9 years ago
- Code for Kernel Adaptive Metropolis-Hastings☆33Updated 9 years ago
- Fastidious accounting of entropy streams into and out of optimization and sampling algorithms.☆31Updated 8 years ago
- Disciplined convex stochastic programming. For the cvxstoc home page, please see:☆31Updated 4 years ago
- Code for NIPS 2015 "Gradient-Free Hamiltonian Monte Carlo via Effecient Kernel Exponential Families"☆24Updated 6 years ago
- Reducing Reparameterization Gradient Variance code.☆33Updated 7 years ago
- An MCMC algorithm for sampling continuous probability distributions in parallel☆19Updated 9 years ago
- Proximal algorithms made easy in Python☆59Updated 7 years ago
- Stochastic Gradient MCMC algorithms implemented in theano (and autograd)☆9Updated 7 years ago
- Additional kernels that can be used with scikit-learn's Gaussian Process module☆79Updated 4 months ago
- Hidden Markov Models (HMMs) with tied states and autoregressive observations☆22Updated 4 years ago
- Implementation of Hidden Markov Models in pymc3☆59Updated 7 years ago
- Code for paper "Fast ε-free Inference of Simulation Models with Bayesian Conditional Density Estimation"☆31Updated 5 years ago
- Implementation of an algorithm for Markov chain Monte Carlo with data subsampling☆32Updated 8 years ago
- Black box variational inference for state space models☆1Updated 8 years ago
- AlgoPy is a Research Prototype for Algorithmic Differentation in Python☆80Updated 4 months ago
- Python package for inference with Gaussian processes☆11Updated 9 years ago
- A Gaussian process toolbox in python☆42Updated 12 years ago
- Likelihood-free inference toolbox.☆57Updated 7 years ago
- [ICML'18] Scalable Gaussian Processes with Grid-Structured Eigenfunctions☆21Updated 2 years ago
- Backpropagate derivatives through the Cholesky decomposition☆57Updated 4 years ago
- autoregressive plugin☆27Updated 2 years ago
- Automatic differentiation for NumPy☆99Updated 9 years ago
- Variational Fourier Features☆83Updated 3 years ago
- ☆74Updated 2 years ago