mcmc-sampler

There are 1 repository under mcmc-sampler topic.

dfm / emcee
The Python ensemble sampling toolkit for affine-invariant MCMC
python mcmc mcmc-sampler probabilistic-data-analysis
Language:Python 1430
minaskar / zeus
⚡️ zeus: Lightning Fast MCMC ⚡️
mcmc mcmc-sampler bayesian-inference inference machine-learning sampling sampling-methods general-purpose black-box-bayesian-inference probabilistic-data-analysis python
Language:Python 219
TuringLang / Bijectors.jl
Implementation of normalising flows and constrained random variable transformations
turing-language mcmc-sampler bayesian-inference transforms
Language:Julia 186
CobayaSampler / cobaya
Code for Bayesian Analysis
bayesian-inference cosmological-inference mcmc-sampler
Language:Python 120
cmbant / CosmoMC
MCMC parameter sampling code
cosmology mcmc-sampler cosmic-microwave-background
Language:HTML 78
sandialabs / UQTk
Sandia Uncertainty Quantification Toolkit
snl-data-analysis bayesian-inference snl-science-libs uq uncertainty-quantification uncertainty-estimation uncertainty-propagation uncertainty mcmc mcmc-sampler mcmc-methods surrogate-models scr-1380
Language:Fortran 69
libqueso / queso
QUESO is a C++ library for doing uncertainty quantification. QUESO stands for Quantification of Uncertainty for Estimation, Simulation and Optimization.
mcmc-sampler parallel-computing uq
Language:C++ 57
junlulocky / PyBGMM
Bayesian inference for Gaussian mixture model with some novel algorithms
gaussian-mixture-models mcmc-sampler bayesian-inference crp pcrp finite-mixture infinite-mixture subcrp mixture-model machine-learning
Language:Python 54
minaskar / pocomc
pocoMC: A Python implementation of Preconditioned Monte Carlo for accelerated Bayesian Computation
astronomy astrophysics bayesian-inference black-box-bayesian-inference cosmology cosmology-inference general-purpose inference machine-learning mcmc mcmc-sampler normalizing-flows probabilistic-data-analysis python sampling sampling-methods smc
Language:Python 54
UBC-Stat-ML / blangSDK
Blang's software development kit
machine-learning probabilistic-programming probabilistic-graphical-models probabilistic-models mcmc-sampler mcmc markov-chain-monte-carlo bayesian-inference bayesian-statistics
Language:Xtend 24
zang-langyan / Markov-Chain-Monte-Carlo-MCMC
Markov Chain Monte Carlo MCMC methods are implemented in various languages (including R, Python, Julia, Matlab)
julia markov-chain-monte-carlo matlab mcmc-methods mcmc-sampler python r mcmc
Language:Python 24
cstyl / mcmc
Accelerate MCMC algorithm on GPU for Big Data Applications
mcmc mcmc-sampler gpu cuda c metropolis-hastings monte-carlo markov-chain
Language:Cuda 20
mauro3 / KissMCMC.jl
Keep it simple, stupid, MCMC
mcmc-sampler emcee
Language:Julia 14
jg-you / sbm_canonical_mcmc
C++ implementation of a MCMC sampler for the (canonical) SBM
stochastic-block-model inference sbm mcmc-sampler community-detection graph-algorithms network-science clustering clustering-algorithm clustering-methods
Language:C++ 11
ibadami / 3D-semantic-segmentation-of-modular-furniture
3D Indoor furniture parsing. Segments the front face of a furniture item into more useful functional elements such as door, drawers and shelves.
parsing mcmc-sampler furniture segmentation
Language:C++ 9
jg-you / scm
C++ MCMC sampler for the Simplicial Configuration Model
mcmc-sampler sampling configuration-model simplicial-complexes
Language:C++ 9
vicgalle / sgmcmc-force
Samplers from the paper "Stochastic Gradient MCMC with Repulsive Forces"
jax mcmc-sampler svgd sgld bayesian-inference sgmcmc
Language:Jupyter Notebook 9
albertopessia / Kpax3.jl
Bayesian bi-clustering of categorical data
bi-clustering mcmc-sampler bayesian-cluster-analysis clustering co-clustering population-genomics genomics categorical-data multivariate-data multivariate-analysis cluster-analysis
Language:Julia 8
brankart / ensdam
Ensemble Data Assimilation Modules
anamorphose data-assimilation ensemble mcmc-sampler spherical-harmonics statistics probabilistic-scores random-number-generation rng
Language:Fortran 8
wgurecky / bipymc
Bayesian Inference. Parallel implementations of DREAM, DE-MC and DRAM.
bayesian-inference bayesian inference mcmc mcmc-sampler gaussian-process-regression bayesian-optimization mpi4py mpi mcmc-sampling dream python dram
Language:Python 7
cdslaborg / paramontex
This is a repository for the ParaMonte library examples. For more information, visit:
mcmc mcmc-sampler mcmc-methods visualization bayesian-inference bayesian bayesian-statistics bayesian-methods bayesian-optimization dram parallel markov-chain c cpp fortran fortran2018 matlab python machine-learning paramonte-library
Language:Jupyter Notebook 5
minaskar / cronus
cronus: MCMC + MPI MADE EASY
mcmc mcmc-sampler bayesian-inference inference machine-learning sampling sampling-methods general-purpose black-box-bayesian-inference probabilistic-data-analysis python
Language:Python 5
alumbreras / DP-GMM
R implementation of the Dirichlet Process Gaussian Mixture Model (with MCMC)
dp-gmm mcmc-sampler dirichlet-process gibbs-sampler clustering
Language:R 4
biips / rbiips
R package for Bayesian inference with interacting particle systems
r bugs-language jags biips graphical-models sequential-monte-carlo particle-filter particle-mcmc mcmc-sampler inference-engine bayesian-inference
Language:R 4
fabienpesquerel / MCMC
Python implementation (from scratch) of some MCMC samplers that can leverage pyTorch's autodifferentiation (with examples).
mcmc mcmc-sampler computational-statistics metropolis-monte-carlo langevin-mc mcmc-pytorch
Language:Python 4
jayeshchoudhari / HMHP
Hidden Markov Hawkes Process - Model for Analyzing Topical Transitions in text based cascades in Social Networks.
hawkes-process generative-model point-process gibbs-sampling mcmc-sampler
Language:C++ 4
jear2412 / BUQ-ODEsMCMC
Examples of several Markov Chain Monte Carlo methods such as t walk, emcee,Hamiltonian MC, Parallel Tempering HMC applied to UQ in ODEs
mcmc mcmc-sampler replica-exchange parallel-tempering emcee t-walk
Language:Jupyter Notebook 4
junlulocky / ARS-MCMC
Python information for Adaptive Rejection Sampling (ARS)
adaptive-rejection-sampling gibbs-sampling mcmc-sampler
Language:Python 4
AVoss84 / seasonal
R code for the paper 'Forecasting seasonal time series data: a Bayesian model averaging approach'
mcmc-sampler bayesian-inference forecasting seasonality timeseries-analysis statistics monte-carlo-methods
Language:R 3
mcabinaya / Simulation-Methods-For-Stochastic-Systems
My works for EE 511 - Simulation Methods For Stochastic Systems - Spring 2018 - Graduate Coursework at USC - Dr. Osonde A. Osoba
probability-distribution bernoulli-distribution exponential-distributions gaussian-distribution k-means-clustering gaussian-mixture-models expectation-maximization bag-of-words monte-carlo pi-estimator monte-carlo-integration monte-carlo-sampling mcmc-sampler optimization-algorithms travelling-salesman-problem ee511 stochastic-processes python networkx-graph
Language:Python 3
microscopic-image-analysis / geosss
Python package implementing ideal and shrinkage-based geodesic slice samplers defined on the n-sphere.
directional-statistics mcmc mcmc-sampler shape-analysis
Language:Jupyter Notebook 3
mjaglan / AI-Foundations
Problem Solving With AI Approaches: Heuristic Searches, Statistical Classifications
python graph-search game-playing constraint-satisfaction-problem naive-bayes-classifier viterbi-algorithm mcmc-sampler neural-networks
Language:Python 3
njroussel / SimulatedAnnealing
A C++ implementation of simulated annealing for the Ising perceptron.
cpp python mcmc annealing mcmc-sampler eigen pybind11 jupyter
Language:Jupyter Notebook 3
SebaGraz / PDMPSampler
Non-reversible continuous MCMCs based on Piecewise-Deterministic Markov Processes
mcmc-sampler bouncy-particle-sampler zigzag-sampler coordinate-sampler bridge
Language:Julia 3
Engrima18 / Volatility_in_the_Cryptosphere
Bayesian analysis and forecasting of Bitcoin volatility and definition of GARCH and ARCH models through MCMC sampling.
bayesian-inference jags mcmc-sampler timeseries-analysis timeseries-forecasting
Language:R 2
torrentg / ccruncher
Portfolio credit risk modeling
copula copula-models correlation-matrices cpp credit-risk gaussian mcmc-sampler monte-carlo-simulation statistics
Language:C++ 2