This repository contains code that I scribble while learning PGMs & Bayesian Inference. This will roughly follow Sir David MacKay's lectures on Information Theory, Pattern Recognition, and Neural Networks. Another great resource to read about some of the stuff in this repository is Stefano Ermon's notes.
The repository currently contains
- Monte Carlo Methods [Video]
- Importance Sampling
- Rejection Sampling
- Metropolis Hastings Algorithm
- Gibbs Sampling
- Other Sampling Methods
- Inverse Transform Sampling
- Cauchy Distribution
- Exponential Distribution
- Gumbel Distribution
- Inverse Transform Sampling