yao-yl / Evaluating-Variational-Inference
Evaluating variational inference using Pareto-smoothed importance sampling and simulation-based calibration
☆12Updated 6 years ago
Alternatives and similar repositories for Evaluating-Variational-Inference:
Users that are interested in Evaluating-Variational-Inference are comparing it to the libraries listed below
- Efficient, lightweight variational inference and approximation bounds☆43Updated last year
- Unbiased Markov chain Monte Carlo with couplings☆29Updated 2 years ago
- Variational inference for Bayesian logistic regression☆12Updated 5 years ago
- some scripts for the couplings enthusiasts!☆32Updated 4 years ago
- A library for bayesian variable selection☆28Updated 2 months ago
- ☆22Updated last year
- Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)☆65Updated 5 years ago
- Computational statistics and machine learning reading group at Imperial College London (2019-2020)☆24Updated last month
- Code for "Functional variational Bayesian neural networks" (https://arxiv.org/abs/1903.05779)☆82Updated 4 years ago
- A simple library to run variational inference on Stan models.☆30Updated last year
- Light-weighted code for Orthogonal Additive Gaussian Processes☆41Updated 8 months ago
- Database with posteriors of interest for Bayesian inference☆191Updated 7 months ago
- OxCSML research group reading groups and meetings at the Department of Statistics, University of Oxford.☆93Updated 3 years ago
- Deep Gaussian Processes with Doubly Stochastic Variational Inference☆149Updated 6 years ago
- Code for the paper "Joint Causal Inference from Multiple Contexts" (JMLR 2020)☆16Updated 4 years ago
- Bayesian Regression Models in Pyro☆71Updated 8 months ago
- sgmcmc: a stochastic gradient MCMC package for R☆29Updated 4 years ago
- Code for the Bayesian Synthetic Likelihood paper by Price et al 2018 in the Journal of Computational and Graphical Statistics (volume 27,…☆12Updated 7 years ago
- A community repository for benchmarking Bayesian methods☆110Updated 3 years ago
- Conformal Bayes with importance sampling☆19Updated 3 years ago
- Fast C code for sampling Polya-gamma random variates. Builds on Jesse Windle's BayesLogit library.☆82Updated 4 years ago
- Pareto smoothed importance sampling (PSIS) and PSIS leave-one-out cross-validation for Python and Matlab/Octave☆76Updated last year
- Sparse Orthogonal Variational Inference for Gaussian Processes (SOLVE-GP)☆22Updated 3 years ago
- Course material for the PhD course in Advanced Bayesian Learning☆59Updated last month
- Implementation of Nonparametric Hamiltonian Monte Carlo☆12Updated 2 years ago
- Demo data and code for "Sense and Sensitivity Analysis: Simple Post-Hoc Analysis of Bias Due to Unobserved Confounding".☆26Updated 3 years ago
- Approximate knockoffs and model-free variable selection.☆53Updated 3 years ago
- Collapsed Variational Bayes☆70Updated 5 years ago
- ☆12Updated 3 years ago
- Robust initialisation of inducing points in sparse variational GP regression models.☆33Updated 2 years ago