Experiment code for Stochastic Gradient Hamiltonian Monte Carlo
C++ Python Matlab Other
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bayesnn Update README.md Feb 9, 2018
matlab change figure legend in camera ready version May 12, 2014
mf add url Aug 22, 2014
.gitignore chg readme Aug 22, 2014
README.md chg readme Aug 22, 2014



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