yoyolin / mcmc-tutorial
This is a python tutorial for Bayesian inferences using MCMC. It includes concepts of reject sampling, markov chain stationary distribution, and uses Python package pymc.
☆15Updated 8 years ago
Alternatives and similar repositories for mcmc-tutorial:
Users that are interested in mcmc-tutorial are comparing it to the libraries listed below
- Implementation of Markov Chain Monte Carlo in Python from scratch☆212Updated 4 years ago
- PyData London 2019 Tutorial on Markov chain Monte Carlo with PyMC3☆156Updated 5 years ago
- Super fast dynamic nested sampling with PolyChord (Python, C++ and Fortran likelihoods).☆22Updated 4 years ago
- Markov Chain Monte Carlo (MCMC) and importance sampling in the context of Bayesian linear regression☆11Updated 7 years ago
- Tensorflow implementation of deep quantile regression☆76Updated 2 years ago
- Code accompanying the paper 'Manifold MCMC methods for Bayesian inference in a wide class of diffusion models'☆10Updated last year
- Robust bayesian online changepoint detection with model selection☆23Updated 6 years ago
- A tutorial on Hierarchical Bayesian Modelling☆19Updated 4 years ago
- Unbiased and Consistent Nested Sampling via Sequential Monte Carlo☆14Updated this week
- My simplest implementations of common ML algorithms☆20Updated last year
- A simple MCMC framework for training Gaussian processes adding functionality to GPy.☆21Updated 10 years ago
- A Python package for approximate Bayesian inference and optimization using Gaussian processes☆42Updated last year
- Repository containing the code of the projects presented in my personal website.☆42Updated this week
- MCMC package for Bayesian data analysis☆58Updated 7 years ago
- Approximate Bayesian Computation Sequential Monte Carlo sampler for parameter estimation.☆40Updated 5 years ago
- A list of Python-based MCMC & ABC packages☆123Updated 10 months ago
- Pythonic Nested Sampling Development Framework & UltraNest☆8Updated 6 years ago
- Gaussian mixture model for incomplete (missing or truncated) and noisy data☆101Updated 2 years ago
- Useful tools for periodicity analysis in time series data.☆38Updated 8 months ago
- Course notes for Computational Statistics and Statistical Compuing☆63Updated 6 years ago
- Lectures on Bayesian statistics and information theory☆31Updated 2 weeks ago
- BAyesian COsmological Network - a bayesian neural network for classification of dark energy/modified gravity power spectra☆14Updated 2 years ago
- Clustering important economic factors that affect the GDP of a country and based on these indicators predict GDP of that country.☆16Updated 8 years ago
- Periodic time series analysis tools based on information theory☆55Updated 11 months ago
- Python 3.7 version of David Barber's MATLAB BRMLtoolbox☆24Updated 6 years ago
- Talk Materials for "Convex Optimization for Finance"☆28Updated 2 years ago
- This repository contains efficient implementation of Granger causality and its extensions. Please see the wiki page for instructions.☆21Updated 10 years ago
- Kernel Density Estimation and (re)sampling☆61Updated last year
- ☆39Updated 6 years ago
- Sample code for the NIPS paper "Scalable Variational Inference for Dynamical Systems"☆26Updated 6 years ago