msabvid/MLMC-MIMC-SGD msabvid/MLMC-MIMC-SGD

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  • Language
    Python
  • License
    GNU General Publi...
  • Created over 4 years ago
  • Updated about 2 years ago
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msabvid/MLMC-MIMC-SGD
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msabvid

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Repository Details

Stochastic MCMC methods for Bayesian regression with variance reduction (MLMC with antithetic samples, MIMC with antithetic samples, control variate using MAP estimate) using Pytorch

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