A Python implementation of multivariate t-distributed random variables.
A Python implementation of multivariate t-distributed random variables. This code has been manually tested against MATLAB's mvtpdf but user-beware.
mvtpdf
Prototype code for paper: Adversarial Generalized Method of Moments, Greg Lewis and Vasilis Syrgk...
Basic utilities for Bayesian inference
Code for Kernel Adaptive Metropolis-Hastings
Python implementation of randomized SVD
Random feature latent variable models in Python
Generate the Tracy-Widom distribution functions for beta = 1, 2, or 4 in Python
Pareto smoothed importance sampling (PSIS) and PSIS leave-one-out cross-validation for Python and...
Variational Bayes for Point Processes: implementation of Lloyd et al. (2015) on top of GPflow
Fast Convergence of Conjugate Gradients in Sparse Gaussian Processes
A port of the MATLAB Delta Sigma Toolbox based on free software and very little sleep
Implementation of probabilistic programming and Bayesian algorithms in Python, based on C. David...
group testing for (partially) exchangeable statuses
ParaMonte: Parallel Monte Carlo and Machine Learning Library for Python, MATLAB, Fortran, C++, C.
Conjugate Gradient Lower Bound