Top 79 mcmc open source projects

Julia version of selected functions in the R package `rethinking`. Used in the StatisticalRethinkingStan and StatisticalRethinkingTuring projects.

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

Collection of probabilistic models and inference algorithms

DGMs for NLP. A roadmap.

shinystan R package and ShinyStan GUI

Manifold Markov chain Monte Carlo methods in Python

Stan.jl illustrates the usage of the 'single method' packages, e.g. StanSample, StanOptimize, etc.

Bayesian Evolutionary Analysis by Sampling Trees

A repository to keep track of all the code that I end up writing for my blog posts.

Fast & scalable MCMC for all your exoplanet needs!

Types and utility functions for summarizing Markov chain Monte Carlo simulations

Bayesian Evolutionary Analysis Sampling Trees

GPstuff - Gaussian process models for Bayesian analysis

Robust, modular and efficient implementation of advanced Hamiltonian Monte Carlo algorithms

Turing version of StatisticalRethinking models.

Graphical tools for analyzing Markov Chain Monte Carlo simulations from Bayesian inference

The base NIMBLE package for R

Gathers Machine learning models using pure Numpy to cover feed-forward, RNN, CNN, clustering, MCMC, timeseries, tree-based, and so much more!

ParaMonte: Plain Powerful Parallel Monte Carlo and MCMC Library for Python, MATLAB, Fortran, C++, C.

A Bayesian Analysis Toolkit in Julia

MCMC sample analysis, kernel densities, plotting, and GUI

The posterior R package

Use MCMC to analyze districting plans and gerrymanders

Bayesian inference with probabilistic programming.

General-Purpose MCMC and SMC Samplers and Tools for Bayesian Statistics

The Python ensemble sampling toolkit for affine-invariant MCMC

Distributed Bayesian Entity Resolution in Apache Spark

CmdStan.jl v6 provides an alternative, older Julia wrapper to Stan's `cmdstan` executable.

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

Bayesian methods in deep learning Summer School

Make a sweet giant triangle confusogram (GTC) plot

Owl - OCaml Scientific and Engineering Computing @ http://ocaml.xyz

Pytorch implementations of Bayes By Backprop, MC Dropout, SGLD, the Local Reparametrization Trick, KF-Laplace, SG-HMC and more

Bayesian Data Analysis demos for Python

Boltzmann Machines in TensorFlow with examples

RStan, the R interface to Stan

Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Aesara

Bitmap generation from a single example with convolutions and MCMC

Doing Bayesian Data Analysis, 2nd Edition (Kruschke, 2015): Python/PyMC3 code

Bayesian Data Analysis demos for R

High-performance Bayesian Data Analysis on the GPU in Clojure

bayesplot R package for plotting Bayesian models

Documentation, models and code relating to the 3rd edition of the textbook Stochastic Modelling for Systems Biology

Automatic Reparameterisation of Probabilistic Programs

Implementing MCMC sampling from scratch in R for various Bayesian models

Python MCMC Sampler

library of C++ functions that support applications of Stan in Pharmacometrics

Full Bayesian Inference for Hidden Markov Models

A multi-planet Radial Velocity and Transit modelling software

CmdStanR: the R interface to CmdStan

Sequential Monte Carlo algorithm for approximation of posterior distributions.

Start with the Chempy tutorial

PhyML -- Phylogenetic estimation using (Maximum) Likelihood

A C++ library of Markov Chain Monte Carlo (MCMC) methods

Application of the L2HMC algorithm to simulations in lattice QCD.

Material for a workshop on Bayesian stats with R

Pieces of code that have appeared on my blog with a focus on stochastic simulations.

BAS R package https://merliseclyde.github.io/BAS/

Examples for Bayesian inference using DynamicHMC.jl and related packages.

CorBinian: A toolbox for modelling and simulating high-dimensional binary and count-data with correlations