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wiseodd / MCMC

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

Home Page:https://wiseodd.github.io

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machine-learningmcmcmarkov-chain-monte-carlosampling-methodsbayesian-inference

MCMC Algorithms

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

What's in it

  1. Rejection Sampling
  2. Gibbs Sampling
  3. Metropolis(-Hastings)
  4. Slice Sampling
  5. Stochastic Gradient Langevin Dynamics (SGLD)
  6. Annealed Importance Sampling (AIS)

About

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

https://wiseodd.github.io

machine-learningmcmcmarkov-chain-monte-carlosampling-methodsbayesian-inference

License:BSD 3-Clause "New" or "Revised" License

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Language:Python 100.0%