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Collection of probabilistic models and inference algorithms

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Probabilistic Models

Collection of examples of various probabilistic models and inference algorithms.


  1. Python 3
  2. Numpy
  3. Matplotlib

List of Models/Algorithms

Bayesian Inference

  1. Bayesian Linear Regression
  2. Gaussian Mixture Model (GMM) with:
    1. Gibbs Sampler
    2. Mean-field Variational Inference
  3. LDA with:
    1. Gibbs Sampler
    2. Collapsed Gibbs Sampler
    3. Mean-field Variational Inference
  4. Bayesian Dark Knowledge (SGLD + Distillation)

Bayesian Non-parametric

  1. Gaussian Process Regression
  2. GMM with CRP prior for Infinite Mixture Model
  3. Generative stories:
    1. Chinese Restaurant Process (CRP)
    2. Stick Breaking Construction
    3. Indian Buffet Process (IBP)

Others (MLE)

  1. Probabilistic Linear Regression
  2. Mixture of Linear Regression with EM
  3. GMM with EM

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