Ecosyste.ms: Awesome

An open API service indexing awesome lists of open source software.

Awesome Lists | Featured Topics | Projects

https://github.com/TuringLang/EllipticalSliceSampling.jl

Julia implementation of elliptical slice sampling.
https://github.com/TuringLang/EllipticalSliceSampling.jl

julia-language markov-chain-monte-carlo mcmc slice-sampling turing

Last synced: 3 months ago
JSON representation

Julia implementation of elliptical slice sampling.

Host: GitHub
URL: https://github.com/TuringLang/EllipticalSliceSampling.jl
Owner: TuringLang
License: mit
Created: 2019-01-21T19:32:04.000Z (almost 6 years ago)
Default Branch: main
Last Pushed: 2024-02-14T16:33:33.000Z (9 months ago)
Last Synced: 2024-03-14T18:18:09.653Z (8 months ago)
Topics: julia-language, markov-chain-monte-carlo, mcmc, slice-sampling, turing
Language: Julia
Homepage: https://turinglang.org/EllipticalSliceSampling.jl/
Size: 417 KB
Stars: 12
Watchers: 3
Forks: 5
Open Issues: 1
Metadata Files:
- Readme: README.md
- License: LICENSE

Awesome Lists containing this project

awesome-sciml - TuringLang/EllipticalSliceSampling.jl: Julia implementation of elliptical slice sampling.

README

        # EllipticalSliceSampling.jl

Julia implementation of elliptical slice sampling.

[![Stable](https://img.shields.io/badge/docs-stable-blue.svg)](https://turinglang.github.io/EllipticalSliceSampling.jl/stable)

[![Dev](https://img.shields.io/badge/docs-dev-blue.svg)](https://turinglang.github.io/EllipticalSliceSampling.jl/dev)

[![Build Status](https://github.com/TuringLang/EllipticalSliceSampling.jl/workflows/CI/badge.svg?branch=main)](https://github.com/TuringLang/EllipticalSliceSampling.jl/actions?query=workflow%3ACI%20branch%3Amain)

[![Codecov](https://codecov.io/gh/TuringLang/EllipticalSliceSampling.jl/branch/main/graph/badge.svg)](https://codecov.io/gh/TuringLang/EllipticalSliceSampling.jl)

[![Coveralls](https://coveralls.io/repos/github/TuringLang/EllipticalSliceSampling.jl/badge.svg?branch=main)](https://coveralls.io/github/TuringLang/EllipticalSliceSampling.jl?branch=main)

[![Code Style: Blue](https://img.shields.io/badge/code%20style-blue-4495d1.svg)](https://github.com/invenia/BlueStyle)

## Overview

This package implements elliptical slice sampling in the Julia language, as described in

[Murray, Adams & MacKay (2010)](http://proceedings.mlr.press/v9/murray10a/murray10a.pdf).

Elliptical slice sampling is a "Markov chain Monte Carlo algorithm for performing

inference in models with multivariate Gaussian priors" (Murray, Adams & MacKay (2010)).

Please check the [documentation](https://turinglang.github.io/EllipticalSliceSampling.jl/stable)

for more details.

## Poster at JuliaCon 2021

[![EllipticalSliceSampling.jl: MCMC with Gaussian priors](http://img.youtube.com/vi/S5gUED7Uq2Q/0.jpg)](https://www.youtube.com/watch?v=S5gUED7Uq2Q)

The slides are available as [Pluto notebook](https://talks.widmann.dev/2021/07/ellipticalslicesampling/).

## References

Murray, I., Adams, R. & MacKay, D.. (2010). Elliptical slice sampling. Proceedings of Machine Learning Research, 9:541-548.