Practice with MCMC methods and dynamics (Langevin, Hamiltonian, etc.)
For now I'll put up a few random scripts, but later I'd like to get some common code up for quickly testing different algorithms and problem cases.
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standard_mcmc
: "Standard" or basic MCMC methods, mostly to get my feet wet in this. (Keep the file name like this since I reference it in my BAIR blog post.) -
hmc
: Hamiltonian Monte Carlo. -
bnn
: Bayesian Neural Networks