beckybai / sta863-final-project

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sta863-final-project

Implement two algorithms so far.

SIVI

This is written in tensorflow, refer to github and paper.

MCMC

This part is written in pytorch. Using the GPU to do the matrix calculation can increase the speed of MCMC when the dataset is large.

data

Two datasets are used, waveform and a9a

TODO

Change the MCMC to parallel MCMC.

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