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I'm trying a basic example, estimating mean and variance of a bivariate normal distribution given independent samples.
For this example, the prior on the mean and variance is that they are positiv…
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The issues here are about conditioning and the semantics of `logpdf`.
Currently we have a function `logpdf(x, ω)`, documented as "Logdensity of f on trace ω". But the semantics of which are not en…
zenna updated
4 years ago
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#### Description
scikit-learn has a [datasets module](https://scikit-learn.org/stable/modules/classes.html#module-sklearn.datasets) that provides handy utility functions to load and generate to…
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https://github.com/klipto/Uncertainty/blob/master/Uncertain/MarkovChainMonteCarloSampler.cs
The sampler is the main part of the uncertain code.
First try to implement the sampler.
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after modification it works well upto page 3 but I had another bug on prediction/forecasts due to depreciation of ix and I modified .ix to .loc but the plot still looks no lower and upper bound.
Th…
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I had an idea while watching a [video on Gibbs sampling](http://videolectures.net/mlss09uk_murray_mcmc/) (the bit beginning at roughly 1h09m): Maybe we can adapt the Gibbs sampler to deal with correl…
gully updated
8 years ago
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@tnportone ran a chain, saved the (adapted) proposal covariance matrix to a file, upon a restart the proposal covariance matrix appears to not have been imported correctly because the restarted chain …
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Hi, I'm wondering if Umlaut could be a nice foundation for some work I'm doing in Tilde.jl. Say we have a model for a random walk
```julia
m = @model x begin
σ ~ Exponential()
x[1] ~ Nor…
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Я это вижу так, что сначала информация про fermionic problem, сослаться на лекцию, потом освежить классический метод Монте Карло, потом объяснение, что для fermionic problem из разложения Тейлора мы п…
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- [x] Allow for re-sampling of the starting point
- [x] Make conjugate updates work with the FPT setting
- [x] Allow for different memory parameters `rho` of the preconditioned Crank-Nicolson scheme…