Smartang3

Smartang3

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dynesty

Dynamic Nested Sampling package for computing Bayesian posteriors and evidences

Language:PythonLicense:MITStargazers:349Issues:0Issues:0

mcmc_hmc

Hamiltonian Monte Carlo for a linear forward model.

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SGRLD

Stochastic Gradient Riemannian Langevin Dynamics

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pymc

Bayesian Modeling and Probabilistic Programming in Python

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Transitional_Ensemble_MCMC

Repository to tutorials on the implementation of the Transitional Ensemble Markov Chain Monte Carlo (TEMCMC) sampler for Bayesian Model Updating.

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hamiltorch

PyTorch-based library for Riemannian Manifold Hamiltonian Monte Carlo (RMHMC) and inference in Bayesian neural networks

Language:Jupyter NotebookLicense:BSD-2-ClauseStargazers:412Issues:0Issues:0

PRML

Tempering Parallel simplified Riemann Manifold Metropolis Adjusted Langevin algorithm

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Matlab-HMC

Matlab implementation of Hamiltonian Monte Carlo and Riemann Manifold Hamiltonian Monte Carlo

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LAHMC

Look Ahead Hamiltonian Monte Carlo

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Bayesian-Modelling-in-Python

A python tutorial on bayesian modeling techniques (PyMC3)

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emcee

The Python ensemble sampling toolkit for affine-invariant MCMC

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gwmcmc

An implementation of the Goodman & Weare MCMC sampler for matlab

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MCMC

Collection of Monte Carlo (MC) and Markov Chain Monte Carlo (MCMC) algorithms applied on simple examples.

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vbmc

Variational Bayesian Monte Carlo (VBMC) algorithm for posterior and model inference in MATLAB

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bads

Bayesian Adaptive Direct Search (BADS) optimization algorithm for model fitting in MATLAB

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BOCS

Bayesian Optimization of Combinatorial Structures

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hyperparameter-optimization

Implementation of Bayesian Hyperparameter Optimization of Machine Learning Algorithms

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YALMIP

MATLAB toolbox for optimization modeling

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PlatEMO

Evolutionary multi-objective optimization platform

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langevin-monte-carlo

A simple pytorch implementation of Langevin Monte Carlo algorithms.

Language:Jupyter NotebookLicense:MITStargazers:44Issues:0Issues:0

optimizer

MCMC, Differential Evolution Markov Chain, Ensemble Kalman filter, Approximate Bayesian Computing-Population Monte Carlo, and modeling averaging methods in Matlab.

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Hybrid-GWOPSO-optimization

This script implements the hybrid of PSO and GWO optimization algorithm.

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Hybrid-Algorithm-of-optimization

The hybrid algorithm of optimization

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DEN-ARMOEA

# Introduction of DNN-AR-MOEA This repository contains code necessary to reproduce the experiments presented in Evolutionary Optimization of High-DimensionalMulti- and Many-Objective Expensive ProblemsAssisted by a Dropout Neural Network. Gaussian processes are widely used in surrogate-assisted evolutionary optimization of expensive problems. We propose a computationally efficient dropout neural network (EDN) to replace the Gaussian process and a new model management strategy to achieve a good balance between convergence and diversity for assisting evolutionary algorithms to solve high-dimensional multi- and many-objective expensive optimization problems. mainlydue to the ability to provide a confidence level of their outputs,making it possible to adopt principled surrogate managementmethods such as the acquisition function used in Bayesian opti-mization. Unfortunately, Gaussian processes become less practi-cal for high-dimensional multi- and many-objective optimizationas their computational complexity is cubic in the number oftraining samples. # References If you found DNN-AR-MOEA useful, we would be grateful if you cite the following reference: Evolutionary Optimization of High-DimensionalMulti- and Many-Objective Expensive ProblemsAssisted by a Dropout Neural Network (IEEE Transactions on Systems, Man and Cybernetics: Systems).

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HesBO

The High-dimensional BayesOpt algorithms from "A Framework for Bayesian Optimization in Embedded Subspaces

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MALA-HMC

Metropolis-adjusted Langevin algorithm and Hybrid (Hamiltionian) Monte Carlo

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pSGLD

AAAI & CVPR 2016: Preconditioned Stochastic Gradient Langevin Dynamics (pSGLD)

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Langevin-dynamics

Sampling with gradient-based Markov Chain Monte Carlo approaches

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OptAlgorithms

differential evolution (DE), particle swarm optimization (PSO), delayed rejection Markov Chain (MCMC), Metropolis adjusted differential evolution (MADE), Metropolis adjusted Langevin defined on the Riemann manifold (PRML)

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