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EPM
algorithms
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README.md
setup_paths.m

README.md

Gamma SGVB code

This repo contains all the (Matlab) code required to recreate the results in

Stochastic gradient variational Bayes for gamma approximating distributions, David A. Knowles http://arxiv.org/abs/1509.01631

cd to the main directory, run setup_paths.m and then take a look in scripts/.

setup_paths.m gives a summary of the contents of each directory.

The EPM MCMC code is from Mingyuan Zhou's repo: https://github.com/mingyuanzhou/EPM

The sparse PCA code is from: http://www2.imm.dtu.dk/projects/spasm/

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