Differences

This shows you the differences between two versions of the page.

Link to this comparison view

cs-677:sampling-sample-code [2015/01/06 21:12] (current)
ryancha created
Line 1: Line 1:
 +We have provided some sample code to help you understand MCMC techniques such as Gibbs sampling, Metropolis, and Gibbs-Metropolis.
  
 +Note that all of the faculty examples use the data in [http://​aml.cs.byu.edu/​~kseppi/​677/​clone/​cs677/​gibbs/​faculty.dat faculty.dat]
 +
 +== Rejection Sampling ==
 +
 +Recall that rejection sampling is not effective with continuous-valued evidence nodes. ​ However, we include it here because it's simple.
 +
 +[http://​aml.cs.byu.edu/​~kseppi/​677/​clone/​cs677/​rejection/​fac-rejection.py fac-rejection.py]
 +
 +== Likelihood Weighting ==
 +
 +[http://​aml.cs.byu.edu/​~kseppi/​677/​clone/​cs677/​likelihood-weighting/​fac-lw.py fac-lw.py]
 +
 +== Gibbs Sampling ==
 +
 +In the following example, Gibbs sampling is used with sampling from the complete conditionals.
 +
 +[http://​aml.cs.byu.edu/​~kseppi/​677/​clone/​cs677/​gibbs/​fac-gibbs.py fac-gibbs.py]
 +
 +== Metropolis ==
 +
 +In the following example, the Metropolis algorithm is used to sample from a Cauchy distribution.
 +
 +[http://​aml.cs.byu.edu/​~kseppi/​677/​clone/​cs677/​metropolis/​cauchy.py cauchy.py]
 +
 +== Gibbs-Metropolis Combo ==
 +
 +This code implements a combo MCMC algorithm using Gibbs sampling, with Metropolis sampling at each node:
 +
 +[http://​aml.cs.byu.edu/​~kseppi/​677/​clone/​cs677/​gibbs-metropolis/​fac-combo.py fac-combo.py]
 +
 +
 +== Evilplot ==
 +
 +Evilplot files are listed below. A simple way to get everything needed for evilplot is to run the following command: ​
 +   git clone git://​aml.cs.byu.edu/​evilplot.git
 +
 +[http://​aml.cs.byu.edu/​~kseppi/​677/​clone/​evilplot/​__init__.py __init__.py]
 +
 +[http://​aml.cs.byu.edu/​~kseppi/​677/​clone/​evilplot/​param.py param.py]
 +
 +[http://​aml.cs.byu.edu/​~kseppi/​677/​clone/​evilplot/​plot.py plot.py]
 +
 +[http://​aml.cs.byu.edu/​~kseppi/​677/​clone/​evilplot/​plotitems.py plotitems.py]
 +
 +[http://​aml.cs.byu.edu/​~kseppi/​677/​clone/​evilplot/​util.py util.py]
cs-677/sampling-sample-code.txt ยท Last modified: 2015/01/06 21:12 by ryancha
Back to top
CC Attribution-Share Alike 4.0 International
chimeric.de = chi`s home Valid CSS Driven by DokuWiki do yourself a favour and use a real browser - get firefox!! Recent changes RSS feed Valid XHTML 1.0