mlcolab/Pathfinder.jl

Abstract types and interfaces for Markov chain Monte Carlo methods

Robust, modular and efficient implementation of advanced Hamiltonian Monte Carlo algorithms

Implementation of variational Bayes inference algorithms

Robust implementation for random-walk Metropolis-Hastings algorithms

Bayesian inference with probabilistic programming.

BlackJAX is a Bayesian Inference library designed for ease of use, speed and modularity.

Implementation of robust dynamic Hamiltonian Monte Carlo methods (NUTS) in Julia.

An omni-sampler for Bayesian MCMC

Sampling from intractable distributions, with support for distributed and parallel methods