https://github.com/abdulfatir/langevin-monte-carlo

A simple pytorch implementation of Langevin Monte Carlo algorithms.
https://github.com/abdulfatir/langevin-monte-carlo

Last synced: 3 months ago
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A simple pytorch implementation of Langevin Monte Carlo algorithms.

• Host: GitHub
• URL: https://github.com/abdulfatir/langevin-monte-carlo
• Owner: abdulfatir
• License: mit
• Created: 2020-03-28T15:15:41.000Z (over 5 years ago)
• Default Branch: master
• Last Pushed: 2020-04-09T15:40:48.000Z (over 5 years ago)
• Last Synced: 2025-03-30T17:46:13.635Z (8 months ago)
• Language: Jupyter Notebook
• Size: 760 KB
• Stars: 48
• Watchers: 3
• Forks: 11
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# Langevin Dynamics Monte Carlo

This repo contains pytorch implementations of Langevin Monte Carlo algorithms. The following algorithms have been implemented:

* Unadjusted Langevin Algorithm (ULA)

* Metropolis-adjusted Langevin Algorithm (MALA)

#### Visualization of ULA

![ULA](/img/heart.gif)