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

wiseodd.github.io
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README.md

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)

About

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

wiseodd.github.io

Topics

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

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Readme

License

BSD-3-Clause License

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