dkanungo/Probabilistic-ML-for-finance-and-investing

Probabilistic Machine Learning for Finance and Investing: A Primer to Generative AI with Python

Language: Jupyter Notebook - Size: 2.15 MB - Last synced at: 1 day ago - Pushed at: 2 days ago - Stars: 95 - Forks: 41

ngalioto/mcmc-samplers

A Python package for MCMC sampling.

Language: Python - Size: 286 KB - Last synced at: 2 days ago - Pushed at: 2 days ago - Stars: 0 - Forks: 0

TuringLang/Turing.jl

Bayesian inference with probabilistic programming.

Language: Julia - Size: 35.9 MB - Last synced at: 2 days ago - Pushed at: 3 days ago - Stars: 2,107 - Forks: 225

giabaio/survHE

Survival analysis in health economic evaluation Contains a suite of functions to systematise the workflow involving survival analysis in health economic evaluation. survHE can fit a large range of survival models using both a frequentist approach (by calling the R package flexsurv) and a Bayesian perspective.

Language: R - Size: 130 MB - Last synced at: 7 days ago - Pushed at: 7 days ago - Stars: 43 - Forks: 19

TuringLang/AdvancedHMC.jl

Robust, modular and efficient implementation of advanced Hamiltonian Monte Carlo algorithms

Language: Jupyter Notebook - Size: 4.35 MB - Last synced at: 7 days ago - Pushed at: 8 days ago - Stars: 274 - Forks: 44

matt-graham/mici

Manifold Markov chain Monte Carlo methods in Python

Language: Python - Size: 32.2 MB - Last synced at: 9 days ago - Pushed at: 3 months ago - Stars: 230 - Forks: 27

blackjax-devs/blackjax

BlackJAX is a Bayesian Inference library designed for ease of use, speed and modularity.

Language: Python - Size: 414 MB - Last synced at: 21 days ago - Pushed at: 2 months ago - Stars: 892 - Forks: 110

GinvLab/InverseAlgos.jl

Probabilistic and deterministic inverse algorithms for geophysical problems and beyond.

Language: Julia - Size: 5.82 MB - Last synced at: 21 days ago - Pushed at: 21 days ago - Stars: 0 - Forks: 0

tpapp/DynamicHMC.jl

Implementation of robust dynamic Hamiltonian Monte Carlo methods (NUTS) in Julia.

Language: Julia - Size: 1.15 MB - Last synced at: 12 days ago - Pushed at: 3 months ago - Stars: 250 - Forks: 21

miguelfrndz/pyHaiCS

Python Library for Hamiltonian Markov-Chain Monte-Carlo in Computational Statistics (pyHaiCS).

Language: Python - Size: 9.63 MB - Last synced at: 9 days ago - Pushed at: about 1 month ago - Stars: 2 - Forks: 0

kthohr/mcmc

A C++ library of Markov Chain Monte Carlo (MCMC) methods

Language: C++ - Size: 217 KB - Last synced at: 21 days ago - Pushed at: about 1 year ago - Stars: 178 - Forks: 47

m-clark/bayesian-basics

:no_entry_sign: :leftwards_arrow_with_hook: A document that introduces Bayesian data analysis.

Language: Stan - Size: 93 MB - Last synced at: 22 days ago - Pushed at: about 3 years ago - Stars: 83 - Forks: 26

m-clark/models-by-example

By-hand code for models and algorithms. An update to the 'Miscellaneous-R-Code' repo.

Language: R - Size: 26.2 MB - Last synced at: 22 days ago - Pushed at: about 4 years ago - Stars: 67 - Forks: 18

draktr/monte-library

Monte is a set of Monte Carlo methods in Python. The package is written to be flexible, clear to understand and encompass variety of Monte Carlo methods.

Language: Python - Size: 114 KB - Last synced at: 14 days ago - Pushed at: 7 months ago - Stars: 4 - Forks: 0

giabaio/survHEhmc

Survival analysis in health economic evaluation using Bayesian modelling and Hamiltonian Monte Carlo Contains a suite of functions to systematise the workflow involving survival analysis in health economic evaluation.

Language: C++ - Size: 79.1 KB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 5 - Forks: 0

matt-graham/thermodynamic-monte-carlo

Theano implementations of thermodynamic Monte Carlo algorithms

Language: Python - Size: 26.4 KB - Last synced at: 25 days ago - Pushed at: about 8 years ago - Stars: 1 - Forks: 0

egpbos/barcode

Bayesian reconstruction of cosmic density fields

Language: C++ - Size: 415 KB - Last synced at: 9 days ago - Pushed at: over 3 years ago - Stars: 1 - Forks: 1

aymeric-roucher/predicting_bordeaux_wine_prices

Language: Jupyter Notebook - Size: 352 KB - Last synced at: 19 days ago - Pushed at: almost 2 years ago - Stars: 3 - Forks: 4

saforem2/l2hmc-qcd

Application of the L2HMC algorithm to simulations in lattice QCD.

Language: Jupyter Notebook - Size: 874 MB - Last synced at: 9 days ago - Pushed at: about 1 year ago - Stars: 68 - Forks: 9

shermanlo77/oxwasp_exchange_mcmc

Java and Processing implementations for visualising various MCMC methods.

Language: Java - Size: 3.2 MB - Last synced at: 25 days ago - Pushed at: about 4 years ago - Stars: 1 - Forks: 0

IdahoLabResearch/BIhNNs

The code enables to perform Bayesian inference in an efficient manner through the use of Hamiltonian Neural Networks (HNNs), Deep Neural Networks (DNNs), Neural ODEs, and Symplectic Neural Networks (SympNets) used with state-of-the-art sampling schemes like Hamiltonian Monte Carlo (HMC) and the No-U-Turn-Sampler (NUTS).

Language: Python - Size: 1.78 MB - Last synced at: 25 days ago - Pushed at: over 2 years ago - Stars: 14 - Forks: 6

larsgeb/hmclab

Language: Jupyter Notebook - Size: 70.1 MB - Last synced at: 11 days ago - Pushed at: over 1 year ago - Stars: 25 - Forks: 1

vr308/Generalised-Gaussian-Processes

Fully Bayesian Inference in GPs - Gaussian and Generic Likelihoods

Language: Python - Size: 1.36 MB - Last synced at: 3 days ago - Pushed at: over 1 year ago - Stars: 22 - Forks: 1

andrewwijaya/Bayesian-Neural-Networks-in-Julia

Bayesian Neural Networks implemented in Julia using variational inference and Hamiltonian Monte Carlo sampling.

Language: Jupyter Notebook - Size: 208 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 1 - Forks: 1

marcopollostat/Bayesian_Nonparametric_Frailty

Codes for estimates of intensity functions parameters of multivariate counting processes and density estimation for latent variable.

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armanbilge/phyloHMC

Hamiltonian Monte Carlo on the space of phylogenies

Language: Scala - Size: 128 KB - Last synced at: 5 days ago - Pushed at: about 8 years ago - Stars: 9 - Forks: 0

JohannesBuchner/PinNUTS

PinNUTS🥜 is dynamic Hamiltonian Monte Carlo algorithm implemented in Python

Language: Python - Size: 50.8 KB - Last synced at: 12 days ago - Pushed at: about 5 years ago - Stars: 11 - Forks: 1

lxuechen/BDMC

PyTorch implementation of Bidirectional Monte Carlo, Annealed Importance Sampling, and Hamiltonian Monte Carlo.

Language: Python - Size: 3.05 MB - Last synced at: 9 days ago - Pushed at: almost 4 years ago - Stars: 52 - Forks: 11

andrejobuljen/JaxPM-Hi-Fi-mocks Fork of DifferentiableUniverseInitiative/JaxPM

JAX-powered Hi-Fi mocks

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vrettasm/HMCpp

Hamiltonian Monte Carlo (HMC) sampling method in C++11.

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franciscopalmeromoya/biosc

Bayesian Inference of open cluster ages from photometry, parallaxes and Lithium measurements.

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gldmt-duke/CokerAmitaiSGHMC

An implementation of Stochastic Gradient Hamiltonian Monte Carlo by Gilad Amitai and Beau Coker

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manucarl/BCTM

Bayesian Conditional Transformation Models by Manuel Carlan, Thomas Kneib and Nadja Klein

Language: R - Size: 265 MB - Last synced at: over 1 year ago - Pushed at: about 2 years ago - Stars: 0 - Forks: 0

gil2rok/drghmc-old

Delayed Rejection Generalized HMC sampler

Language: C++ - Size: 41.5 MB - Last synced at: about 1 month ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

TheUnsolvedDev/ProbabilisticMadness

Statistics and Machine Learning in depth analysis with Tensorflow Probability

Language: Python - Size: 80 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0

salrodgom/ising_cation_3D_nanoporous

Exchange cations in STW zeolite (Si4+ and Ge4+) with an effective hamiltonian MC code.

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jandraor/delays

R. Soc. Open Sci (2023)

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PBarnaghi/Generative_CA Fork of nargesiPSH/Generative_CA

This project contains the implementation of using the generative models in continuous authentication on motion sensor data from the H-MOG dataset.

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PBarnaghi/F-HMC Fork of nargesiPSH/F-HMC

Implementation of folded Folded Hamiltonian Monte Carlo for data imputation and augmentation on data collected from cancer patients who self-reported their symptoms experience during chemotherapy by a team in the School of the Nursing University of California.

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compops/barx-sysid2018

Sparse Bayesian ARX models with flexible noise distributions

Language: R - Size: 9.31 MB - Last synced at: almost 2 years ago - Pushed at: almost 7 years ago - Stars: 6 - Forks: 2

physhik/Study-of-David-Mackay-s-book-

David Mackay's book review and problem solvings and own python codes, mathematica files

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aripakman/hmc-binary

Exact Hamiltonian Monte Carlo Sampler for Binary Distributions

Language: C++ - Size: 180 KB - Last synced at: over 1 year ago - Pushed at: over 9 years ago - Stars: 11 - Forks: 1

ronaldseoh/ronald_bdl

An experimental Python package for learning Bayesian Neural Network.

Language: Python - Size: 60.5 KB - Last synced at: about 2 years ago - Pushed at: almost 5 years ago - Stars: 6 - Forks: 1

jandraor/SDR_Bayes

System Dynamics Review (2021)

Language: R - Size: 117 MB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 5 - Forks: 1

jandraor/SEIR_cohorts_calibration

Epidemics (2020)

Language: Stan - Size: 961 KB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 1 - Forks: 0

ocbe-uio/elfi Fork of elfi-dev/elfi

A Python package for likelihood-free inference (LFI) methods such as Approximate Bayesian Computation (ABC)

Language: Python - Size: 1.27 MB - Last synced at: 8 months ago - Pushed at: about 4 years ago - Stars: 2 - Forks: 0

JohnReid/HAIS

Hamiltonian Annealed Importance Sampling (HAIS) in tensorflow

Language: Python - Size: 246 KB - Last synced at: 5 months ago - Pushed at: about 2 years ago - Stars: 5 - Forks: 1

smasuti/mcmc_hmc

Hamiltonian Monte Carlo for a linear forward model.

Language: MATLAB - Size: 29.3 KB - Last synced at: about 2 years ago - Pushed at: almost 6 years ago - Stars: 2 - Forks: 0

afiliot/Bayesian-Personalization-Of-A-Tumor-Growth-Model

Project on Medical Imaging - MVA MSc

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aripakman/hmc-tmg

Exact Hamiltonian Monte Carlo Sampler for Truncated Multivariate Gaussians

Language: MATLAB - Size: 5.86 KB - Last synced at: over 1 year ago - Pushed at: about 5 years ago - Stars: 8 - Forks: 1

mattbarrett98/MyMC3

Using the Hamiltonian Monte Carlo algorithm, and a visualisation of how the algorithm works. 'MyMC3' - HMC is the main algorithm used in Bayesian statistical package PyMC3.

Language: Python - Size: 1.21 MB - Last synced at: about 2 years ago - Pushed at: about 3 years ago - Stars: 0 - Forks: 0

Dorsa-Arezooji/Sick-Pigs

Optimal drug dosing with MCMC using rstan

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umangU/SingleNeuron-Hamilton-MC

Language: MATLAB - Size: 52.7 KB - Last synced at: 5 months ago - Pushed at: almost 3 years ago - Stars: 0 - Forks: 0

danielquintao/MCMC-project

This repo implements Robert, Wu, Stoehr, CP Robert - 2019 (https://arxiv.org/abs/1810.04449) algorithms eHMC and prHMC

Language: Python - Size: 2.76 MB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 2

saforem2/l2hmc Fork of brain-research/l2hmc

Modified TensorFlow implementation for training MCMC samplers on Lattice Gauge Theory models from the paper: Generalizing Hamiltonian Monte Carlo with Neural Network

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lpapailiou/snake

WIP - A snake game in java, allowing to play manually and challenge different bots.

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flipdazed/Hybrid-Monte-Carlo

Used in Deep Machine Learning and Lattice Quantum Chromodynamics

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physics-machinelearning/Bayes

Code related to sampling, gaussian process and so on

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sbrml/hybrid_monte_carlo

Language: Jupyter Notebook - Size: 13.5 MB - Last synced at: about 2 years ago - Pushed at: almost 6 years ago - Stars: 0 - Forks: 0

larsgeb/hmc-linear-systems

Hamiltonian Monte Carlo implemented for simple linear systems

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