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License: BSD 3-Clause "New" or "Revised" License

Haskell 99.74% Makefile 0.26%
bayesian-inference bayesian-statistics inference statistical-learning machine-learning approximate-bayesian-computation approximate-inference statistical-inference machine-learning-library

bayesian-inference's Introduction

bayesian-inference

Build Status

Experiments with Bayesian inference

NB: Experimental and not ready for release

Algorithms

  • General-purpose

    • Metropolis-Hastings
  • Approximate Bayesian Computation (ABC)

    • Rejection Sampling ABC

    • Markov Chain Monte Carlo ABC

References

Yildirim, I. - Bayesian inference: Metropolis-Hastings sampling, 2012 (http://www.mit.edu/~ilkery/papers/MetropolisHastingsSampling.pdf)

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