To Do
Sampling
- Metropolis Hastings (Done)
- Hamiltonian Monte Carlo (Done)
- Stochastic Gradient Lagevin Dynamics
- Stochastic Gradient Hamilton Monte Carlo
- Sequential Monte Carlo
- TBD
Variational Inference
- KLqp and KLpq
- Mean Field
- Normalizing Flows
- TBD
- Reference
- Auto-Encoding Variational Bayes
- Black Box Variational Inference
- Variational Inference with Normalizing Flows
- Neural Variational Inference and Learning in Belief Networks
- Markov Chain Monte Carlo and Variational Inference: Bridging the Gap
- Operator Variational Inference
- Variational Inference: A Review for Statisticians
Gaussian Processes
- Regression
- Bayesian Optimization
- TBD