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1. bayesianSDEsolver bayesianSDEsolver Public

   Efficient SDE samplers including Gaussian-based probabilistic solvers. Written in JAX.

   Python 10

2. adaptive_smc_tempering adaptive_smc_tempering Public

   Waste-free Sequential Monte Carlo sampler in JAX, with automatic calibration of Kernels, specialised to tempered sequences

   Jupyter Notebook

3. LSVI LSVI Public

   Variational inference for exponential family distributions as linear regression, in JAX.

   Jupyter Notebook 9 1

4. high_dimensional_vector_autoregression high_dimensional_vector_autoregression Public

   Implementation of High-dimensional vector autoregression time series modeling via tensor decomposition, Di Wang, Yao Zheng, Heng Lian, Guodong Li. Written in JAX.

   Jupyter Notebook 5 1

5. independent_component_analysis independent_component_analysis Public

   Project done as part of the course on Probabilistic Graphical Models by Pierre Latouche and Pierre-Alexandre Mattei. JAX Implementation of the FastICA algorithm, a Newton's descent algorithm for li...

   Python 3

6. unbiased_mcmc_with_couplings unbiased_mcmc_with_couplings Public

   Implementation of a coupled Metropolis-Hasting Algorithm in Jax. Project done as part of the Bayesian Machine Learning course by Remi Bardenet and Julyan Arbel.

   Jupyter Notebook 1