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)

Mcmc

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

Mcmc Info

⭐ Stars256
🔗 Homepagewiseodd.github.io
🔗 Source Codegithub.com
🕒 Last Update10 months ago
🕒 Created5 years ago
🐞 Open Issues0
➗ Star-Issue RatioInfinity
😎 Authorwiseodd