https://github.com/bayesianrl/nonparametricvi.jl

Nonparametric Variational Methods for Approximate Bayesian Inference
https://github.com/bayesianrl/nonparametricvi.jl

bayesian-inference bayesian-methods bayesian-statistics julia julia-language kernel-methods probabilistic-models probabilistic-programming sampling turing variational-inference

Last synced: 10 months ago
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Nonparametric Variational Methods for Approximate Bayesian Inference

• Host: GitHub
• URL: https://github.com/bayesianrl/nonparametricvi.jl
• Owner: BayesianRL
• License: mit
• Created: 2025-03-20T10:48:32.000Z (10 months ago)
• Default Branch: main
• Last Pushed: 2025-03-30T22:52:10.000Z (10 months ago)
• Last Synced: 2025-03-30T23:24:22.201Z (10 months ago)
• Topics: bayesian-inference, bayesian-methods, bayesian-statistics, julia, julia-language, kernel-methods, probabilistic-models, probabilistic-programming, sampling, turing, variational-inference
• Language: Julia
• Homepage: https://bayesianrl.github.io/NonparametricVI.jl/
• Size: 191 KB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
![NonparametricVI.jl logo](logo/logo-light-typo-1200.png)

[![Build Status](https://github.com/BayesianRL/NonparametricVI.jl/actions/workflows/CI.yml/badge.svg?branch=main)](https://github.com/BayesianRL/NonparametricVI.jl/actions/workflows/CI.yml?query=branch%3Amain)

# NonparametricVI.jl

## Getting Started

### Installation

NonparametricVI.jl is under development, you can install the latest version using Pkg:

```julia

Pkg.add("https://github.com/BayesianRL/NonparametricVI.jl.git")

```

### How to Use

#### Using with Turing.jl Probabilistic Programs

#### Using with `LogDensityProblems`

## Implemented Methods

| Method            | 📝 Paper                                            | Support       | Notes               |

|----------------------------|---------------------------------------------------------|---------------|---------------------|

| Stein Variational Gradient Descent | [Paper](https://arxiv.org/abs/1608.04471)          | ✅ Basic functionality           |  |

| Stein Variational Newton method | [Paper](https://arxiv.org/abs/1806.03085)          | 🚧 todo           |  |

| Projected Stein Variational Newton | [Paper](https://arxiv.org/abs/1901.08659)          | 🚧 todo           |  |

| Stein Self-Repulsive Dynamics | [Paper](https://arxiv.org/abs/2002.09070)          | 🚧 todo           |  |

| SPH-ParVI | [Paper](https://arxiv.org/abs/2407.09186)          | 🚧 todo           |  |

| MPM-ParVI | [Paper](https://arxiv.org/abs/2407.20287)          | 🚧 todo           |  |

| EParVI | [Paper](https://arxiv.org/abs/2406.20044)          | 🚧 todo           |  |