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All Projects → wiseodd → Mcmc

wiseodd / Mcmc

Licence: bsd-3-clause
Collection of Monte Carlo (MC) and Markov Chain Monte Carlo (MCMC) algorithms applied on simple examples.

Programming Languages

python
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machine-learningbayesian-inferencemcmc

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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)
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