Pytorch implementations of Bayes By Backprop, MC Dropout, SGLD, the Local Reparametrization Trick, KF-Laplace, SG-HMC and more

[NeurIPS 2021] SNIPS: Solving Noisy Inverse Problems Stochastically

Ying Nian Wu's UCLA Statistical Machine Learning Tutorial on generative modeling.

A primer on Bayesian Neural Networks. The aim of this reading list is to facilitate the entry of new researchers into the field of Bayesian Deep Learning, by providing an overview of key papers. More details: "A Primer on Bayesian Neural Networks: Review and Debates"

A demo shows how to combine Langevin dynamics with score matching for generative models.

Langevin dynamics based tours of data, in Javascript with R wrapper.

Sampling-based approach to analyse neural networks using TensorFlow

A python code to calculate the Brownian motion of colloidal particles in a time varying force field.

The code enables to perform Bayesian inference in an efficient manner through the use of Hamiltonian Neural Networks (HNNs), Deep Neural Networks (DNNs), Neural ODEs, and Symplectic Neural Networks (SympNets) used with state-of-the-art sampling schemes like Hamiltonian Monte Carlo (HMC) and the No-U-Turn-Sampler (NUTS).

Python solver for the Brownian, Stochastic, or Noisy Differential Equations

Code for enumerating and evaluating numerical methods for Langevin dynamics using near-equilibrium estimates of the KL-divergence. Accompanies https://doi.org/10.3390/e20050318

Agent-based simulation of social interaction (Social Force Model and Self-Propelled Brownian Particles)

Noise-conditional score networks for music composition by annealed Langevin dynamics

A simulation framework for nonequilibrium statistical physics

Simulation of Langevin dynamics

Implementation of CODE: Confident Ordinary Differential Editing

Utilities for determining maximum tolerable timesteps. See https://doi.org/10.3390/e20050318

Finding Optimal Langevin Inferred Equations

The GitHub repository for "Accelerating Approximate Thompson Sampling with Underdamped Langevin Monte Carlo", AISTATS 2024.

The GitHub repository for "Constrained Exploration via Reflected Replica Exchange Stochastic Gradient Langevin Dynamics", ICML 2024