Collection of probabilistic models and inference algorithms
Switch branches/tags
Nothing to show
Clone or download
Latest commit c74dd27 Sep 28, 2017
Type Name Latest commit message Commit time
Failed to load latest commit information.
models Add reference in LDA+VI Sep 27, 2017
.gitignore Merge models from repo mixture-models Sep 22, 2017
LICENSE Initial commit Aug 17, 2017 Add LDA with VI Sep 27, 2017

Probabilistic Models

Collection of examples of various probabilistic models and inference algorithms.


  1. Python 3
  2. Numpy
  3. Matplotlib

List of Models/Algorithms

Bayesian Inference

  1. Bayesian Linear Regression
  2. Gaussian Mixture Model (GMM) with:
    1. Gibbs Sampler
    2. Mean-field Variational Inference
  3. LDA with:
    1. Gibbs Sampler
    2. Collapsed Gibbs Sampler
    3. Mean-field Variational Inference
  4. Bayesian Dark Knowledge (SGLD + Distillation)

Bayesian Non-parametric

  1. Gaussian Process Regression
  2. GMM with CRP prior for Infinite Mixture Model
  3. Generative stories:
    1. Chinese Restaurant Process (CRP)
    2. Stick Breaking Construction
    3. Indian Buffet Process (IBP)

Others (MLE)

  1. Probabilistic Linear Regression
  2. Mixture of Linear Regression with EM
  3. GMM with EM