Experiment code for Stochastic Gradient Hamiltonian Monte Carlo
C++ C Python Matlab
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Experiment codes for Paper:

Tianqi Chen, Emily B. Fox, Carlos Guestrin "Stochastic Gradient Hamiltonian Monte Carlo" ICML 2014


  • arxiv link: http://arxiv.org/abs/1402.4102
  • matlab: contains scripts for simulated experiments
  • bayesnn: contains a numpy implementation of baysian neural network
  • mf: contains a c++ implementation of bayesian matrix factorization using SGHMC