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
