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

wiseodd.github.io

BSD-3-Clause license

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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)

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

wiseodd.github.io

BSD-3-Clause license

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Python 100.0%