Skip to content

TuringLang/EllipticalSliceSampling.jl

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

57 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

EllipticalSliceSampling.jl

Julia implementation of elliptical slice sampling.

Stable Dev Build Status Codecov Coveralls Code Style: Blue

Overview

This package implements elliptical slice sampling in the Julia language, as described in Murray, Adams & MacKay (2010).

Elliptical slice sampling is a "Markov chain Monte Carlo algorithm for performing inference in models with multivariate Gaussian priors" (Murray, Adams & MacKay (2010)).

Please check the documentation for more details.

Poster at JuliaCon 2021

EllipticalSliceSampling.jl: MCMC with Gaussian priors

The slides are available as Pluto notebook.

References

Murray, I., Adams, R. & MacKay, D.. (2010). Elliptical slice sampling. Proceedings of Machine Learning Research, 9:541-548.