JaxSGMC: Modular stochastic gradient MCMC in JAX.

Stephan Thaler Paul Fuchs Ana Cukarska Julija Zavadlav

Published in: SoftwareX (2024)

Keyphrases

stochastic gradient
markov chain
markov chain monte carlo
monte carlo
nearest neighbor classifier
stochastic gradient descent
generative model
posterior distribution
parameter estimation
matrix factorization
data association
least squares
collaborative filtering
particle filtering
grassmann manifold