Stan modeling language and C++ library for Bayesian inference. NUTS adaptive HMC (MCMC) sampling, automatic differentiation, R, shell interfaces. Gelman.
Well-documented Python demonstrations for spatial data analytics, geostatistical and machine learning to support my courses. - PythonNumericalDemos/Interactive_Gibbs_Sampler.ipynb at master · GeostatsGuy/PythonNumericalDemos
In this blog post we will begin to look at Monte Carlo methods and how they can be used. These form the backbone of (essentially) all statistical computer modelling.
- Robust and stochastic optimization
- Convex analysis
- Linear programming
- Monte Carlo simulation
- Model-based estimation
- Matrix algebra review
- Probability and statistics basics
P. Jacob, J. O'Leary, и Y. Atchadé. (2017)cite arxiv:1708.03625Comment: Final version, accepted as a JRSS discussion paper; includes supplementary material as appendices; 12 figures, 48 pages.