An open API service providing repository metadata for many open source software ecosystems.

GitHub topics: mcmc-sampler

CobayaSampler/cobaya

Code for Bayesian Analysis

Language: Python - Size: 8.21 MB - Last synced at: 3 days ago - Pushed at: 4 days ago - Stars: 143 - Forks: 136

TuringLang/Bijectors.jl

Implementation of normalising flows and constrained random variable transformations

Language: Julia - Size: 991 KB - Last synced at: 6 days ago - Pushed at: 6 days ago - Stars: 239 - Forks: 37

MauroCE/PersonalWebsite

Personal Website with Blogposts, Achievements and Ideas

Language: HTML - Size: 45.4 MB - Last synced at: 9 days ago - Pushed at: 9 days ago - Stars: 0 - Forks: 0

dfm/emcee

The Python ensemble sampling toolkit for affine-invariant MCMC

Language: Python - Size: 32.9 MB - Last synced at: 7 days ago - Pushed at: about 1 month ago - Stars: 1,508 - Forks: 433

jchristopherson/fstats

A modern Fortran statistical library.

Language: Fortran - Size: 4.77 MB - Last synced at: 4 days ago - Pushed at: 4 days ago - Stars: 15 - Forks: 1

minaskar/pocomc

pocoMC: A Python implementation of Preconditioned Monte Carlo for accelerated Bayesian Computation

Language: Python - Size: 28.3 MB - Last synced at: 7 days ago - Pushed at: 3 months ago - Stars: 100 - Forks: 8

minaskar/zeus

⚡️ zeus: Lightning Fast MCMC ⚡️

Language: Python - Size: 197 MB - Last synced at: 24 days ago - Pushed at: about 1 year ago - Stars: 233 - Forks: 33

sandialabs/UQTk

Sandia Uncertainty Quantification Toolkit

Language: Fortran - Size: 48.9 MB - Last synced at: about 2 months ago - Pushed at: 4 months ago - Stars: 77 - Forks: 27

EmanuelSommer/MILE

Code for the ICLR 2025 paper: "Microcanonical Langevin Ensembles: Advancing the Sampling of Bayesian Neural Networks"

Language: Python - Size: 5.32 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 3 - Forks: 2

junlulocky/PyBGMM

Bayesian inference for Gaussian mixture model with some novel algorithms

Language: Python - Size: 937 KB - Last synced at: 10 days ago - Pushed at: almost 7 years ago - Stars: 54 - Forks: 16

dpthorngren/Sam

Sam is a flexible MCMC sampler for Python, designed for astrophysical applications.

Language: Cython - Size: 675 KB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 2 - Forks: 1

cdslaborg/paramontex

This is a repository for the ParaMonte library examples. For more information, visit:

Language: Jupyter Notebook - Size: 210 MB - Last synced at: 15 days ago - Pushed at: over 3 years ago - Stars: 6 - Forks: 7

torrentg/ccruncher

Portfolio credit risk modeling

Language: C++ - Size: 48.7 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 2 - Forks: 1

zang-langyan/Markov-Chain-Monte-Carlo-MCMC

Markov Chain Monte Carlo MCMC methods are implemented in various languages (including R, Python, Julia, Matlab)

Language: Python - Size: 27.3 KB - Last synced at: 9 days ago - Pushed at: almost 2 years ago - Stars: 28 - Forks: 3

brankart/ensdam

Ensemble Data Assimilation Modules

Language: Fortran - Size: 2.02 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 9 - Forks: 4

Bola382/Telescoping

Aplicação do Algoritmo proposto em https://doi.org/10.1214/21-BA1294 em misturas de regressão t de Student assimétricas.

Language: R - Size: 80 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 1 - Forks: 0

cmbant/CosmoMC

MCMC parameter sampling code

Language: HTML - Size: 142 MB - Last synced at: 2 months ago - Pushed at: over 3 years ago - Stars: 84 - Forks: 70

AVoss84/seasonal

R code for the paper 'Forecasting seasonal time series data: a Bayesian model averaging approach'

Language: R - Size: 43.9 KB - Last synced at: 19 days ago - Pushed at: almost 4 years ago - Stars: 3 - Forks: 2

njroussel/SimulatedAnnealing

A C++ implementation of simulated annealing for the Ising perceptron.

Language: Jupyter Notebook - Size: 10.4 MB - Last synced at: about 2 months ago - Pushed at: over 7 years ago - Stars: 4 - Forks: 0

nathdep/SMEP24

Evaluating solutions to the label-switching issue when estimating latent variable models with the NUTS algorithm

Language: R - Size: 404 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 0 - Forks: 0

microscopic-image-analysis/geosss

Python package implementing ideal and shrinkage-based geodesic slice samplers defined on the n-sphere.

Language: Jupyter Notebook - Size: 4.22 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 5 - Forks: 0

marija-iloska/pmcmc_CO_Pd

We propose a particle MCMC sampler to learn the kinetic parameters of a chemical system, specifically the adsorption and desorption of CO on Pd(111).

Language: MATLAB - Size: 1.4 GB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 1 - Forks: 0

UBC-Stat-ML/blangSDK

Blang's software development kit

Language: Xtend - Size: 3.09 MB - Last synced at: 7 days ago - Pushed at: 9 months ago - Stars: 24 - Forks: 6

kisungyou/SAMCpack

Stochastic Approximation Monte Carlo (SAMC) Sampler and Methods

Language: C++ - Size: 22.1 MB - Last synced at: about 2 months ago - Pushed at: almost 5 years ago - Stars: 2 - Forks: 0

CoronaNetDataScience/covid_model

Code and data to reproduce "A Bayesian latent variable model for the optimal identification of disease incidence rates given information constraints"

Language: TeX - Size: 349 MB - Last synced at: 12 months ago - Pushed at: 12 months ago - Stars: 1 - Forks: 2

gaddamanil16/Latent-Dirichlet-Allocation

Language: Python - Size: 3.91 KB - Last synced at: 12 months ago - Pushed at: almost 7 years ago - Stars: 1 - Forks: 1

jg-you/sbm_canonical_mcmc

C++ implementation of a MCMC sampler for the (canonical) SBM

Language: C++ - Size: 21.5 KB - Last synced at: 12 months ago - Pushed at: over 5 years ago - Stars: 11 - Forks: 0

Bisaloo/mcmcensemble Fork of SandaD/MCMCEnsembleSampler

R Package Providing Ensemble Sampler for Affine-Invariant MCMC

Language: R - Size: 31.1 MB - Last synced at: 17 days ago - Pushed at: about 1 year ago - Stars: 2 - Forks: 0

libertininick/bayesian-stats

Sandbox repo for Bayesian statistics and modeling

Language: Jupyter Notebook - Size: 3.42 MB - Last synced at: 3 days ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

vrettasm/HamiltonianMonteCarlo

Hamiltonian Monte Carlo (HMC) sampling method in Python3, based on the original paper: Simon Duane, Anthony D. Kennedy, Brian J. Pendleton and Duncan Roweth (1987). "Hybrid Monte Carlo". Physics Letters B. 195 (2): 216–222.

Language: Python - Size: 7.19 MB - Last synced at: about 1 year ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0

cmbant/cobaya-test Fork of CobayaSampler/cobaya

Test fork - use https://github.com/CobayaSampler/cobaya

Language: Python - Size: 5.5 MB - Last synced at: about 1 year ago - Pushed at: about 3 years ago - Stars: 0 - Forks: 1

selotape/G-PhoCS Fork of gphocs-dev/G-PhoCS

G-PhoCS is a software package for inferring ancestral population sizes, population divergence times, and migration rates from individual genome sequences.

Language: C++ - Size: 3 MB - Last synced at: about 1 year ago - Pushed at: over 6 years ago - Stars: 0 - Forks: 0

libqueso/queso

QUESO is a C++ library for doing uncertainty quantification. QUESO stands for Quantification of Uncertainty for Estimation, Simulation and Optimization.

Language: C++ - Size: 318 MB - Last synced at: about 1 year ago - Pushed at: over 5 years ago - Stars: 56 - Forks: 40

mauro3/KissMCMC.jl

Keep it simple, stupid, MCMC

Language: Julia - Size: 4.84 MB - Last synced at: about 20 hours ago - Pushed at: about 3 years ago - Stars: 14 - Forks: 3

Engrima18/Volatility_in_the_Cryptosphere

Bayesian analysis and forecasting of Bitcoin volatility and definition of GARCH and ARCH models through MCMC sampling.

Language: R - Size: 9.73 MB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 0

chris-kelly/ds_blog

Data Science Blog

Language: HTML - Size: 11.1 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

sgibson91/mcmc-example

A Jupyter Notebook discussing Bayesian theory, Markov Chain Monte Carlo and the Affine Invariant Ensemble Sampler

Language: Jupyter Notebook - Size: 49.8 KB - Last synced at: about 2 months ago - Pushed at: over 2 years ago - Stars: 1 - Forks: 0

mjaglan/AI-Foundations

Problem Solving With AI Approaches: Heuristic Searches, Statistical Classifications

Language: Python - Size: 94.9 MB - Last synced at: over 1 year ago - Pushed at: about 7 years ago - Stars: 3 - Forks: 1

Topopiccione/MCMC_Colorer

A novel GPU accelerated MCMC algorithm for graph coloring

Language: Cuda - Size: 18 MB - Last synced at: over 1 year ago - Pushed at: almost 5 years ago - Stars: 0 - Forks: 2

anaranya99/BAYESIAN-ANALYSIS

Instructed by : Prof. Manisha Pal. A repository created with the practical problems on Bayesian computing and some advance computing related to MCMC, Metropolis etc.

Language: R - Size: 748 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0

Hossein-1991/Bayesian-physcis

This is a python-based version of the following book: 'Bayesian methods for the physical science'

Language: Jupyter Notebook - Size: 943 KB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 2 - Forks: 0

fabienpesquerel/MCMC

Python implementation (from scratch) of some MCMC samplers that can leverage pyTorch's autodifferentiation (with examples).

Language: Python - Size: 458 KB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 3 - Forks: 0

minaskar/cronus 📦

cronus: MCMC + MPI MADE EASY

Language: Python - Size: 7.49 MB - Last synced at: 26 days ago - Pushed at: about 4 years ago - Stars: 5 - Forks: 1

ondrejbiza/mcmc

Markov Chain Monte Carlo methods.

Language: Python - Size: 317 KB - Last synced at: 2 months ago - Pushed at: about 6 years ago - Stars: 1 - Forks: 1

sho-kawano/gibbs_sampler

Rmarkdowns with code & commentary on implementing my first gibbs sampler.

Language: HTML - Size: 336 KB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0

vicgalle/sgmcmc-force

Samplers from the paper "Stochastic Gradient MCMC with Repulsive Forces"

Language: Jupyter Notebook - Size: 113 KB - Last synced at: 12 months ago - Pushed at: about 5 years ago - Stars: 9 - Forks: 0

massimilianoviola/bayesian-inference-sunspot-number

Bayesian inference on monthly sunspot data to find Jupiter's influence

Language: Python - Size: 4.25 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

jmatta1/MCMCpp

A C++ header only library that performs Markov chain Monte Carlo sampling in several forms.

Language: C++ - Size: 376 KB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 2 - Forks: 0

biips/rbiips

R package for Bayesian inference with interacting particle systems

Language: R - Size: 6.17 MB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 4 - Forks: 2

biips/matbiips

Matlab toolbox for Bayesian inference with interacting particle systems

Language: Matlab - Size: 116 KB - Last synced at: over 1 year ago - Pushed at: about 7 years ago - Stars: 0 - Forks: 2

jayeshchoudhari/DNHP-code

Dual Network Hawkes Process -- Analyzing Topic Transitions in Text-Based Social Cascades

Language: C++ - Size: 46.7 MB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0

efmanu/GibbsSampler.jl

Package to do Bayesian inference with Gibbs sampler

Language: Julia - Size: 569 KB - Last synced at: about 1 year ago - Pushed at: about 4 years ago - Stars: 2 - Forks: 0

montaserFath/Assignments-Solution-for-Foundations-of-Machine-Learning-course

Assignments Solution for Foundations of Machine Learning Course

Language: Jupyter Notebook - Size: 610 KB - Last synced at: almost 2 years ago - Pushed at: over 6 years ago - Stars: 0 - Forks: 0

jayeshchoudhari/HMHP

Hidden Markov Hawkes Process - Model for Analyzing Topical Transitions in text based cascades in Social Networks.

Language: C++ - Size: 2.42 MB - Last synced at: over 1 year ago - Pushed at: almost 3 years ago - Stars: 3 - Forks: 2

ElvisCuiHan/PBIV

Parametric Bayesian Instrumental Variable Methods.

Language: R - Size: 38.1 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

wgurecky/bipymc

Bayesian Inference. Parallel implementations of DREAM, DE-MC and DRAM.

Language: Python - Size: 1.87 MB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 6 - Forks: 3

jear2412/BUQ-ODEsMCMC

Examples of several Markov Chain Monte Carlo methods such as t walk, emcee,Hamiltonian MC, Parallel Tempering HMC applied to UQ in ODEs

Language: Jupyter Notebook - Size: 10.1 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 4 - Forks: 1

adlyZaroui/CFTP-sampling

naive implementation of the CFTP algorithm and a simple Ising model simulation

Language: Jupyter Notebook - Size: 10.7 KB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0

solonkarapa/TailoredBayes

TailoredBayes

Language: R - Size: 146 KB - Last synced at: over 1 year ago - Pushed at: about 4 years ago - Stars: 0 - Forks: 1

ibadami/3D-semantic-segmentation-of-modular-furniture

3D Indoor furniture parsing. Segments the front face of a furniture item into more useful functional elements such as door, drawers and shelves.

Language: C++ - Size: 4.28 MB - Last synced at: over 1 year ago - Pushed at: over 7 years ago - Stars: 8 - Forks: 5

UBC-Stat-ML/blangDSL

Blang core (parsing, generation, eclipse plug-in)

Language: Xtend - Size: 3.78 MB - Last synced at: 7 days ago - Pushed at: about 2 years ago - Stars: 2 - Forks: 0

UBC-Stat-ML/blangDoc

Dev documentation for Blang

Size: 82 KB - Last synced at: 7 days ago - Pushed at: about 2 years ago - Stars: 2 - Forks: 1

akokotis/mcmc-overview

An overview of Markov Chain Monte Carlo (MCMC) Metropolis Hastings, including code example

Size: 447 KB - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 0 - Forks: 0

shlokmishra/Code-Breaking-with-MCMC

Language: R - Size: 9.82 MB - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 1 - Forks: 0

adamparkosidis/Metropolis-Hastings-algorithm

Sampling from probability distribution function using the Metropolis-Hastings algorithm

Language: Jupyter Notebook - Size: 581 KB - Last synced at: almost 2 years ago - Pushed at: over 2 years ago - Stars: 1 - Forks: 0

melmasri/parallelDG

Parallel Bayesian inference for decomposable graphical models.

Language: Python - Size: 6.3 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 1

cstyl/mcmc

Accelerate MCMC algorithm on GPU for Big Data Applications

Language: Cuda - Size: 15.2 MB - Last synced at: about 2 years ago - Pushed at: almost 7 years ago - Stars: 18 - Forks: 0

JuliaEpi/MathepiaInference.jl

Bayesian inference tools. Including state-of-the-art inference methods: HMC family, ABC family, Data assimilation, and so on. Part of Mathepia.jl

Language: Julia - Size: 96.7 KB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 1 - Forks: 0

jg-you/scm

C++ MCMC sampler for the Simplicial Configuration Model

Language: C++ - Size: 215 KB - Last synced at: 12 months ago - Pushed at: over 5 years ago - Stars: 9 - Forks: 4

albertopessia/Kpax3.jl

Bayesian bi-clustering of categorical data

Language: Julia - Size: 530 KB - Last synced at: 3 months ago - Pushed at: about 3 years ago - Stars: 8 - Forks: 7

junlulocky/ARS-MCMC

Python information for Adaptive Rejection Sampling (ARS)

Language: Python - Size: 91.8 KB - Last synced at: 10 days ago - Pushed at: almost 8 years ago - Stars: 4 - Forks: 3

xgarrido/cobaya_emcee

A cobaya wrapper around emcee

Language: Python - Size: 6.84 KB - Last synced at: 27 days ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0

wildjames/lfit_python Fork of StuartLittlefair/lfit_python

An eclipse modelling software, powered by LFIT and emcee.

Language: Roff - Size: 20.6 MB - Last synced at: 5 months ago - Pushed at: almost 3 years ago - Stars: 0 - Forks: 0

SebaGraz/PDMPSampler

Non-reversible continuous MCMCs based on Piecewise-Deterministic Markov Processes

Language: Julia - Size: 845 KB - Last synced at: 7 months ago - Pushed at: over 6 years ago - Stars: 3 - Forks: 0

quatrope/AutoMix

A refactoring of David Hastie's AutoMix Reversible Jump MCMC

Language: Objective-C - Size: 2.51 MB - Last synced at: 2 months ago - Pushed at: over 4 years ago - Stars: 1 - Forks: 0

Relativist1/Tardis

Triangular Distribution Plotting for MCMC Sampling Analysis.

Language: Python - Size: 238 KB - Last synced at: about 2 years ago - Pushed at: about 4 years ago - Stars: 0 - Forks: 0

Anguscgm/BRUG_BDMCMC

This is the repository for the C++ code of Bayesian Graphical Regression with Birth-Death Markov Process by Yuen et al.

Language: C++ - Size: 137 KB - Last synced at: about 2 years ago - Pushed at: about 4 years ago - Stars: 0 - Forks: 0

skubatur/stochastic-

Language: C++ - Size: 2.9 MB - Last synced at: about 2 years ago - Pushed at: about 8 years ago - Stars: 1 - Forks: 0

JasperHG90/Latent.jl

Implementation of latent variable models in Julia

Language: Julia - Size: 1.05 MB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 0 - Forks: 0

florianst/derivativefreeNN

derivative-free NN optimiser using MCMC algorithms

Language: Jupyter Notebook - Size: 235 KB - Last synced at: almost 2 years ago - Pushed at: almost 5 years ago - Stars: 0 - Forks: 0

phuselab/MCMC_Colorer Fork of Topopiccione/MCMC_Colorer

Parallel MCMC method for graph coloring

Language: C++ - Size: 18 MB - Last synced at: about 2 years ago - Pushed at: about 5 years ago - Stars: 0 - Forks: 0

HopeMoloko/FireFly

FireFly - A Bayesian approach to source finding in Astronomical data.

Language: Python - Size: 37.1 MB - Last synced at: about 2 years ago - Pushed at: about 5 years ago - Stars: 1 - Forks: 1

mrquincle/noparama

The noparama software contains C++ Metropolis algorithms for nonparametric Bayesian models.

Language: C++ - Size: 3.01 MB - Last synced at: about 1 month ago - Pushed at: over 5 years ago - Stars: 0 - Forks: 1

alumbreras/DP-GMM

R implementation of the Dirichlet Process Gaussian Mixture Model (with MCMC)

Language: R - Size: 3.88 MB - Last synced at: over 1 year ago - Pushed at: about 9 years ago - Stars: 4 - Forks: 0

ingaschwabe/BayesTwin

Developmental version of R package BayesTwin

Language: R - Size: 1.3 MB - Last synced at: 6 months ago - Pushed at: over 6 years ago - Stars: 0 - Forks: 2

fgittins/montepython

A Markov chain-Monte Carlo sampler.

Language: Python - Size: 16.6 KB - Last synced at: 2 months ago - Pushed at: almost 7 years ago - Stars: 0 - Forks: 0

tksaha/fs3-graph-mining

FS3: A sampling based method for top‐k frequent subgraph mining

Language: Perl - Size: 816 KB - Last synced at: almost 2 years ago - Pushed at: about 7 years ago - Stars: 0 - Forks: 0

GarrettMooney/polyglot_gibbs_sampler

Gibbs sampler in C, Python, Node.js, Julia, and R

Language: R - Size: 3.91 KB - Last synced at: almost 2 years ago - Pushed at: over 7 years ago - Stars: 0 - Forks: 0

Related Keywords
mcmc-sampler 88 mcmc 33 bayesian-inference 32 python 14 machine-learning 10 bayesian-statistics 9 sampling 8 statistics 7 metropolis-hastings 7 markov-chain-monte-carlo 7 inference 6 gibbs-sampling 6 sampling-methods 6 bayesian 6 r 6 gibbs-sampler 5 mcmc-methods 5 probabilistic-data-analysis 5 cpp 5 graphical-models 4 julia 4 clustering 3 probabilistic-programming 3 probabilistic-models 3 probabilistic-graphical-models 3 particle-filter 3 black-box-bayesian-inference 3 general-purpose 3 matlab 3 markov-chain 3 c 3 jags 3 gaussian-mixture-models 3 emcee 3 parallel-computing 3 monte-carlo-simulation 2 dram 2 bayesian-optimization 2 bayesian-methods 2 data-assimilation 2 gpu-acceleration 2 graph-coloring 2 metropolis-hastings-algorithm 2 mixture-model 2 population-genomics 2 biips 2 bugs-language 2 inference-engine 2 metropolis-monte-carlo 2 particle-mcmc 2 sequential-monte-carlo 2 python3 2 hawkes-process 2 monte-carlo 2 point-process 2 pymc3 2 logistic-regression 2 langevin-mc 2 mcmc-sampling 2 stan 2 psychometrics 2 item-response-theory 2 package 2 timeseries-analysis 2 cosmological-inference 2 genetics 2 cosmology 2 variational-inference 2 astrophysics 2 uq 2 uncertainty-quantification 2 foundations-of-machine-learning 1 no-u-turn-sampler 1 julia-package 1 gibbs-sampling-algorithm 1 gibbs 1 temporal-point-process 1 source-finding 1 network-hawkes-process 1 sourcegenerator 1 nonparametricbayes 1 dirichlet-process 1 viterbi-algorithm 1 gaussian-processes 1 linear-regression 1 nested-sampling 1 firefly-algorithm 1 mathematical-of-machine-learning 1 principal-component-analysis 1 neural-network-optimization 1 latent-variables 1 hidden-markov-model 1 generative-model 1 causal-inference 1 dream 1 gaussian-process-regression 1 rstats 1 numba 1 posterior-predictive 1 physcis 1