Prototypes of differentiable differential equation solvers in JAX.

Optimizing control variates for black-box gradient estimation

Graduate topics course on learning discrete latent structure.

Repo for a paper about constructing priors on very deep models.

Optimally-weighted herding is Bayesian Quadrature

Code for density estimation with nonparametric cluster shapes.

Kernels for Bayesian Optimization in Conditional Parameter Spaces

I am in [research] stepped in so far that, should I wade no more, Returning were as tedious as go o'er. -MacBeth

Code to produce demos of Metroplis-Hastings and Hamiltonian Monte Carlo samplers.

Source for experiments in the Additive Gaussian process paper, as well as extensions relating to dropout.

Code for inference in a GPLVM with data-dependent non-response.