Experiment codes for Paper:
Tianqi Chen, Emily B. Fox, Carlos Guestrin "Stochastic Gradient Hamiltonian Monte Carlo" ICML 2014
Informations:
- arxiv link: http://arxiv.org/abs/1402.4102
- matlab: contains scripts for simulated experiments
- bayesnn: contains a numpy implementation of baysian neural network
- mf: contains a c++ implementation of bayesian matrix factorization using SGHMC