New Python open-source software for sample-efficient Bayesian inference

This page summarizes the projects mentioned and recommended in the original post on /r/datascience
Data Analysis bayesian-inference Machine Learning variational-inference Matlab

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  • vbmc

    Variational Bayesian Monte Carlo (VBMC) algorithm for posterior and model inference in MATLAB (old location) (by lacerbi)

    • Found relevant code at https://github.com/lacerbi/vbmc + all code implementations here

  • vbmc

    Variational Bayesian Monte Carlo (VBMC) algorithm for posterior and model inference in MATLAB

    • The MATLAB implementation has been around for a while, and other research groups have applied it among other things for Bayesian parameter inference in:

  • InfluxDB

    Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

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NOTE: The number of mentions on this list indicates mentions on common posts plus user suggested alternatives. Hence, a higher number means a more popular project.

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