This repository contains MATLAB and python code for several Stein variational sampling algorithms.
The directory "MATLAB" contains the test cases implemented in "A Stein variational Newton method" (SVN), https://arxiv.org/pdf/1806.03085.pdf (Detommaso et al., NeurIPS 2018).
The directory "python" contains the following items.
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The directory "SVN". This provides an easy-to-use iPython application of SVN to some low-dimensional test cases.
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The directory "SVOCD". This provides code for the test cases implemented in "Stein Variational Online Changepoint Detection with Applications to Hawkes Processes and Neural Networks", https://arxiv.org/pdf/1901.07987.pdf (Detommaso et al., 2019).