https://github.com/xiaohan2012/sghmc-matlab
Matlab Implementation for Stochastic Gradient Hamiltonian Monte Carlo
https://github.com/xiaohan2012/sghmc-matlab
Last synced: 2 months ago
JSON representation
Matlab Implementation for Stochastic Gradient Hamiltonian Monte Carlo
- Host: GitHub
- URL: https://github.com/xiaohan2012/sghmc-matlab
- Owner: xiaohan2012
- Created: 2015-01-17T18:02:40.000Z (almost 11 years ago)
- Default Branch: master
- Last Pushed: 2015-01-17T18:03:49.000Z (almost 11 years ago)
- Last Synced: 2025-04-02T09:17:23.067Z (9 months ago)
- Language: Matlab
- Size: 438 KB
- Stars: 2
- Watchers: 0
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
Awesome Lists containing this project
README
# Stochastic Gradient Hamiltonian Monte Carlo: Matlab Implementation
This implementation originates directly from [Chen, 2014](http://arxiv.org/abs/1402.4102)
This is also produced for [Seminar in Probabilistic Models for Big Data](http://www.cs.helsinki.fi/en/courses/58314301/2014/s/s/1) organized by University of Helsinki.
## Slides
See the seminar presentation slides at `slides.pdf`
## Main files
- `hmc.m`: HMC algorithm
- `sghmc.m`: SGHMC algorithm
- `probdist.m`: code that generate Figure 2 in the essay
- `divergence.m`: code that generate Figure 3 in the essay