Index to documentation for software that implements flexible Bayesian models based on neural networks, Gaussian processes, and mixtures, and that demonstrates various Markov chain Monte Carlo methods.
........ UTIL ......... ..... MC ..... .... DIST ..... ... BVG ... calc model-spec mc dist bvg data-spec numin mc-ais dist-display bvg-initial extract prior mc-quantities dist-est bvg-mc find-min quantities mc-spec dist-gen bvg-plt formula rand-seed mc-temp-filter dist-initial bvg-spec grid series mc-temp-sched dist-mc log xxx-hist xxx-circ dist-quantities log-append xxx-plt xxx-genp dist-spec log-copy xxx-tbl xxx-grad-test dist-stepsizes log-equal xxx-mc log-last xxx-stepsizes log-records xxx-wrap log-types .... NET ..... .... GP ..... .... MIX ..... net gp mix net-dvar gp-cov mix-cases net-display gp-display mix-display net-eval gp-eigen mix-extensions net-gd gp-eval mix-gen net-gen gp-gen mix-mc net-hist gp-mc mix-quantities net-mc gp-pred mix-spec net-plt gp-quantities net-pred gp-spec net-quantities net-rej net-spec net-tblA more detailed index is given below, with the most important documentation files marked with an asterisk.
* log Facilities for handling log files log-types Types of log file records used by various programs log-copy Copy part of a log file to a new log file log-append Append records from one log file to the end of another log-last Display the index of the last record in a log file log-records List all records in a log file log-equal Check if records in log files match formula Syntax for arithmetic formulas calc Simple calculator program * data-spec Specify data sets for training and testing * numin Facilities for input of numeric data * model-spec Specify model for targets * prior Meaning and syntax of prior specifications find-min Find entry with minimum value (for cross validation) grid Output a grid of points extract Extract items at random from a data file * rand-seed Specify a random number seed * quantities Numeric quantities obtainable from log files * xxx-plt Write quantities from log files, suitable for plotting xxx-tbl Write quantities from log files in a tabular form xxx-hist Build a histogram for a quantity using data from log files * series Analyse stationary time series data
* mc Programs and modules supporting Markov chain Monte Carlo * mc-spec Specify how to do the Markov chain simulation * xxx-mc Run a Markov chain simulation * xxx-circ Do a circularly-coupled simulation * xxx-wrap Create wrapped-around chain from existing simulation run * mc-quantities Quantities from log files relating to Monte Carlo mc-temp-sched Specify temperature schedule for tempering methods mc-temp-filter Copy only iterations at a given temperature mc-ais Monitor annealed importance sampling (AIS) runs xxx-grad-test Test the correctness of the energy gradient computations xxx-stepsizes Display and evaluate stepsizes used for dynamics xxx-genp Generate random momentum variables
* dist Markov chain sampling for a specified distribution * dist-spec Specify a distribution to sample from dist-initial Specify initial state for Markov chain dist-stepsizes Display, evaluate, or set stepsizes used for dynamics * dist-mc Do Markov chain sampling for the specified distribution dist-gen Generate values for state variables from the prior dist-display Print state variables at a specified iteration * dist-quantities Quantities defined for a specified distribution * dist-est Estimate the expectation of some function of state
bvg Demo of Markov chain sampling from a bivariate Gaussian bvg-spec Specify a bivariate Gaussian distribution to sample from bvg-initial Set initial state for sampling from a bivariate Gaussian bvg-mc Do Markov chain simulation for a bivariate Gaussian bvg-plt Get quantities from a bvg log file, suitable to plot
* net Bayesian inference for neural networks using MCMC * net-spec Create a new network, or display existing specifications * net-mc Do Markov chain simulation to sample networks * net-gen Generate networks from the prior, or with fixed values net-gd Train a network by gradient descent in the error * net-display Print network parameters and/or hyperparameters * net-quantities Quantities from log files relating to networks * net-plt Get quantities from net log files, suitable for plotting net-tbl Get quantities from net log files and output as table net-hist Build histogram for quantity obtained from net log files * net-pred Make predictions for test cases net-eval Evaluate network functions over a grid net-dvar Find the variance of a difference in function values net-rej Generate networks from the posterior by rejection sampling
* gp Bayesian modelling using Gaussian processes * gp-spec Specify a Gaussian process model, or display existing spec * gp-mc Use Markov chain to sample Gaussian process hyperparameters * gp-gen Generate GP hyperparameters randomly, or fix them * gp-display Print Gaussian process hyperparameters & other information * gp-quantities Quantities from log files relating to Gaussian processes * gp-pred Make predictions for test cases using Gaussian process gp-eval Evaluate function drawn from a Gaussian process over a grid gp-cov Print covariance matrix for a Gaussian process gp-eigen Find eigenvalues/vectors of covariance matrix
* mix Bayesian inference for mixture models * mix-spec Specify a mixture model, or display existing spec * mix-mc Use Markov chain to do sampling for a mixture model * mix-gen Generate hyperparameters randomly, or fix them * mix-display Print mixture model parameters, hyperparameters, etc. * mix-quantities Quantities from log files relating to mixture models mix-cases Generate cases from a mixture model mix-extensions Possible extensions to the mixture modeling software