MCMC Save

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

Project README

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)

Open Source Agenda is not affiliated with "MCMC" Project. README Source: wiseodd/MCMC

Stars

343

Open Issues

Last Commit

6 years ago

Repository

wiseodd/MCMC

License

BSD-3-Clause

Homepage

https://wiseodd.github.io

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