franciscovargas / ControlledFollmerDrift

Controlled Follmer Drift Implementation for Blackbox Approximate Bayesian Inference
MIT License
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Implement Bayesian Linear Regression as a Final debugging test. #7

Open franciscovargas opened 3 years ago

franciscovargas commented 3 years ago

This model has an analytic Gaussian Posterior from which we can sample from so we can compare distributions in the 1d setting very easilly