UncertaintyQuantification.jl
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Implement more methods for Bayesian model updating
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
Hamiltonian MC
- [ ] basic HMC
- [ ] NUTS [paper]
Variational