Probabilistic Models

Collection of examples of various probabilistic models and inference algorithms.

Dependencies

1. Python 3
2. Numpy
3. Matplotlib

List of Models/Algorithms

Bayesian Inference

1. Bayesian Linear Regression
2. Gaussian Mixture Model (GMM) with:
   1. Gibbs Sampler
   2. Mean-field Variational Inference
3. LDA with:
   1. Gibbs Sampler
   2. Collapsed Gibbs Sampler
   3. Mean-field Variational Inference
4. Bayesian Dark Knowledge (SGLD + Distillation)

Bayesian Non-parametric

1. Gaussian Process Regression
2. GMM with CRP prior for Infinite Mixture Model
3. Generative stories:
   1. Chinese Restaurant Process (CRP)
   2. Stick Breaking Construction
   3. Indian Buffet Process (IBP)

Others (MLE)

1. Probabilistic Linear Regression
2. Mixture of Linear Regression with EM
3. GMM with EM