probabilistic_algorithms

Particle filters incorporating Interacting Particle Systems, Sequential Monte Carlo and a profusion of other simultaneous-discovery names 2014-07-25 – 2022-04-10
Change points Looking for regime changes in stochastic processes. a.k.a. Switching state space models 2021-11-29 – 2022-04-01
Variational inference On fitting something not too far from a pretty good model that is not too hard 2016-03-22 – 2022-02-10
Bootstrap Shuffling reality to produce your data 2014-11-26 – 2022-01-27
Reparameterization tricks in inference Pathwise gradient estimation, nNormalizing flows, invertible density models, inference by measure transport, low-dimensional coupling… 2018-04-04 – 2021-12-21
Bias reduction Estimating the bias of an estimator so as to subtract it off again 2020-02-26