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MCMC

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

wiseodd.github.io

bayesian-inference machine-learning markov-chain-monte-carlo mcmc sampling-methods

BSD-3-Clause license

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Name		Name	Last commit message	Last commit date
algo		algo
.gitignore		.gitignore
LICENSE		LICENSE
README.md		README.md

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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

Rejection Sampling
Gibbs Sampling
Metropolis(-Hastings)
Slice Sampling
Stochastic Gradient Langevin Dynamics (SGLD)
Annealed Importance Sampling (AIS)

About

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

wiseodd.github.io

bayesian-inference machine-learning markov-chain-monte-carlo mcmc sampling-methods

BSD-3-Clause license

389 stars

5 watching

Report repository

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