This repository currently holds two python files (excluding the requirements.txt file).
Here is a summary of what is in each:
- svgd.py
- contains a kernel class as well as,
- a Stein Variation Gradient Descent class that does the SVGD updates
- animate.py
- contains a distribution class to get a simple MVN and its log-derivatives and,
- fitting + animation logic
In order to generate the animation, it is enough to run animation.py.
This repository was created for the sole purpose of demonstrating a simple case of particle estimation, but may be extended to include more methods in the future depending on my reading interests & curiosities.