Pinned Repositories
blackjax
BlackJAX is a Bayesian Inference library designed for ease of use, speed and modularity.
Replica_Exchange_Stochastic_Gradient_MCMC
Code for Non-convex Learning via Replica Exchange Stochastic Gradient MCMC, ICML 2020.
Automated-Equity-Asset-Selection-and-Allocation
Optimal portfolio selection
Bayesian-Sparse-Deep-Learning
Code for An Adaptive Empirical Bayesian Method for Sparse Deep Learning (NeurIPS'19)
Contour-Stochastic-Gradient-Langevin-Dynamics
An elegant adaptive importance sampling algorithms for simulations of multi-modal distributions (NeurIPS'20)
DeepLight_Deep-Lightweight-Feature-Interactions
Accelerating Inference for Recommendation Systems (WSDM'21)
Global-Optimization-and-Monte-Carlo-Simulation-via-An-Adaptively-Weighted-Stochastic-Gradient-MCMC
Code for "An adaptively weighted stochastic gradient MCMC algorithm for Monte Carlo simulation and global optimization (Statistics and Computing 2022)"
Non-reversible-Parallel-Tempering-for-Deep-Posterior-Approximation
Code for "Non-reversible Parallel Tempering for Deep Posterior Approximation (AAAI 2023)"
Sentiment-Analysis-in-Event-Driven-Stock-Price-Movement-Prediction
Use NLP to predict stock price movement associated with news
Variational_Schrodinger_Diffusion_Model
A multi-variate transport-optimized diffusion models accelerated by simulation-free properties (ICML'24)
WayneDW's Repositories
WayneDW/Sentiment-Analysis-in-Event-Driven-Stock-Price-Movement-Prediction
Use NLP to predict stock price movement associated with news
WayneDW/DeepLight_Deep-Lightweight-Feature-Interactions
Accelerating Inference for Recommendation Systems (WSDM'21)
WayneDW/Contour-Stochastic-Gradient-Langevin-Dynamics
An elegant adaptive importance sampling algorithms for simulations of multi-modal distributions (NeurIPS'20)
WayneDW/Automated-Equity-Asset-Selection-and-Allocation
Optimal portfolio selection
WayneDW/Bayesian-Sparse-Deep-Learning
Code for An Adaptive Empirical Bayesian Method for Sparse Deep Learning (NeurIPS'19)
WayneDW/Parallel-Solvers-for-Linear-System
Parallel Solver for Large-Scale Sparse Matrix Computations
WayneDW/More-than-Algorithms
Refresh algorithms using C++ and Python
WayneDW/Bayesian-Data-Analysis
An alternative to frequentist inference
WayneDW/two_sigma_financial_modeling
Kaggle Competition
WayneDW/Variance_Reduced_Replica_Exchange_SGMCMC
Variance reduction in energy estimators accelerates the exponential convergence in deep learning (ICLR'21)
WayneDW/Interacting-Contour-Stochastic-Gradient-Langevin-Dynamics
A pleasantly parallel adaptive importance sampling algorithms for simulations of multi-modal distributions (ICLR'22)
WayneDW/Variational_Schrodinger_Diffusion_Model
A multi-variate transport-optimized diffusion models accelerated by simulation-free properties (ICML'24)
WayneDW/Global-Optimization-and-Monte-Carlo-Simulation-via-An-Adaptively-Weighted-Stochastic-Gradient-MCMC
Code for "An adaptively weighted stochastic gradient MCMC algorithm for Monte Carlo simulation and global optimization (Statistics and Computing 2022)"
WayneDW/Non-reversible-Parallel-Tempering-for-Deep-Posterior-Approximation
Code for "Non-reversible Parallel Tempering for Deep Posterior Approximation (AAAI 2023)"
WayneDW/Bootstrap-Filter
WayneDW/pytorch-normalizing-flows-AF-only
Normalizing flows in PyTorch. Current intended use is education not production.
WayneDW/WayneDW
WayneDW/WayneDW.github.io
Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes