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mlcolab / Pathfinder.jl

Preheat your MCMC
https://mlcolab.github.io/Pathfinder.jl/
MIT License
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bayesian-inference probabilistic-programming variational-inference

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Pathfinder.jl: Parallel quasi-Newton variational inference

Stable Dev Build Status Coverage Code Style: Blue ColPrac: Contributor's Guide on Collaborative Practices for Community Packages DOI

An implementation of Pathfinder, [^Zhang2021] a variational method for initializing Markov chain Monte Carlo (MCMC) methods.

[^Zhang2021]: Lu Zhang, Bob Carpenter, Andrew Gelman, Aki Vehtari (2021). Pathfinder: Parallel quasi-Newton variational inference. arXiv: 2108.03782 [stat.ML]. Code