ML-SGHMC

Experiment codes for Paper:

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

Informations:

• 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