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Implement more methods for Bayesian model updating

Open jgrashorn opened this issue 1 year ago • 0 comments

Implementing more methods (Variational, Hamiltonian MC, MCMC...) adds more choices! The ones below are some suggestions from the top of my head, the list can be shrunk or expanded on.

Basic

  • [x] (Multi-modal) Maximum Likelihood
  • [x] (Multi-modal) Maximum a posteriori

MCMC

  • [x] MH
  • [x] TMCMC
  • [ ] X-TMCMC [paper]
  • [ ] (X-)BUS [paper]
  • [ ] DRAM [paper]

Hamiltonian MC

  • [ ] basic HMC
  • [ ] NUTS [paper]

Variational

jgrashorn avatar Sep 26 '24 12:09 jgrashorn