Probabilistic Inference Coursework - Monte-Carlo Markov Chains - Variational Inference

PDF Coursework

You may find here the coursework instructions.

Requirements

To install the requirements, use the following commands (with python>=3.8 enabled by default):

pip install matplotlib scipy numpy jax jaxlib

Launching a visualisation

You can visualise the results produced by your implementation by launching the python script contained in the corresponding file.

For example, if you want to visualise your predictions based on the Metropolis-Hastings samples, in the Logistic Regression, you can execute the following command

python -m distribution_prediction.metropolis_hastings.metropolis_hastings_logistic

Remarks

• You are totally allowed to use all the functions available in scipy.stats