Skip to content

Latest commit

 

History

History
19 lines (18 loc) · 804 Bytes

README.md

File metadata and controls

19 lines (18 loc) · 804 Bytes

This repository contains some of my personal projects regarding optimization problems. Some algorithms I have built from scratch are gradient descent, the Metropolis-Hastings jumping rule for Markov chain Monte Carlo, and a Gaussian Process Emulator using a squared exponential distance kernel.

2D Gradient Descent

Emulated Posterior of Rosenbrock Function

Metropolis Hastings MCMC