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Collection of Monte Carlo (MC) and Markov Chain Monte Carlo (MCMC) algorithms applied on simple examples.

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MCMC Algorithms

Collection of Monte Carlo (MC) and Markov Chain Monte Carlo (MCMC) algorithms applied on simple examples.

What's in it

  1. Rejection Sampling
  2. Gibbs Sampling
  3. Metropolis(-Hastings)
  4. Slice Sampling
  5. Stochastic Gradient Langevin Dynamics (SGLD)
  6. Annealed Importance Sampling (AIS)

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Collection of Monte Carlo (MC) and Markov Chain Monte Carlo (MCMC) algorithms applied on simple examples.

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