3 repository-uri
Generating samples from posterior distributions using Markov Chain Monte Carlo algorithms to ensure convergence.
Distinct from Gibbs Sampling: Covers general MCMC sampling and diagnostics, whereas Gibbs Sampling is one specific type of MCMC.
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This project is a computational statistics textbook and Bayesian data analysis course. It serves as a guide for performing statistical inference and quantifying uncertainty through a probabilistic programming workflow using Python. The resource employs a computation-first pedagogy, teaching Bayesian methods and parameter estimation through executable code and simulations instead of formal mathematical notation. It provides a practical approach to implementing Markov Chain Monte Carlo sampling to estimate posterior distributions. The content covers building probabilistic models, integrating e
Generates samples from a posterior distribution and provides tools to verify simulation convergence.
This project is a machine learning implementation library featuring a collection of code examples that implement supervised, unsupervised, and reinforcement learning algorithms from scratch. It provides a comprehensive set of toolkits for core machine learning components, including a natural language processing toolkit, a reinforcement learning framework, and suites for data dimensionality reduction and pattern mining. The library includes specialized implementations for reinforcement learning, such as Q-Learning, Deep Q-Networks, and Actor-Critic agents. The natural language processing capab
Implements Markov Chain Monte Carlo algorithms to generate samples from complex posterior probability distributions.
QuantResearch is a quantitative research framework and specialized toolkit for algorithmic simulation, financial time-series analysis, and systematic trading. It provides an event-driven backtesting environment for validating strategies against historical tick and bar data, alongside a dedicated portfolio optimization engine for calculating asset weights and risk metrics. The project distinguishes itself through a machine learning finance toolkit that implements recurrent neural networks for price prediction and reinforcement learning for derivative pricing. It also features advanced statisti
Employs the Metropolis-Hastings algorithm for MCMC sampling to estimate parameters for linear regression models.