Stein-variational-samplers
Stein-variational-samplers copied to clipboard
Python and MATLAB code for Stein Variational sampling methods
Stein variational samplers
This repository contains MATLAB and python code for several Stein variational sampling algorithms.
MATLAB
The directory "MATLAB" contains the test cases implemented in "A Stein variational Newton method" (SVN), https://arxiv.org/pdf/1806.03085.pdf (Detommaso et al., NeurIPS 2018).
python
The directory "python" contains the following items.
-
The directory "SVN". This provides an easy-to-use iPython application of SVN to some low-dimensional test cases.
-
The directory "SVOCD". This provides code for the test cases implemented in "Stein Variational Online Changepoint Detection with Applications to Hawkes Processes and Neural Networks", https://arxiv.org/pdf/1901.07987.pdf (Detommaso et al., 2019).