Ecosyste.ms: Packages
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conda-forge.org : snowline
Fit and compare models very quickly. MCMC-free. Posterior distributions and corner plots without MCMC? No dealing with convergence criteria? Yes! Tailored for low-dimensional (d<10) problems with a single mode, this package automatically finds the best fit and uses the local covariance matrix as a Laplace Approximation. Then Importance Sampling and Variational Bayes come in to improve from a single-gaussian approximation to more complex shapes. This allows sampling efficiently in some problems, and provides a estimate for the marginal likelihood. This package is built on top the excellent (i)minuit and pypmc packages.
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purl: pkg:conda/snowline
Keywords: bayesian-inference, laplace-approximation, monte-carlo
License: CNRI-Python-GPL-Compatible
Latest release: over 1 year ago
First release: over 1 year ago
Stars: 4 on GitHub
Forks: 0 on GitHub
See more repository details: repos.ecosyste.ms
Last synced: 19 days ago