Index to documentation for software that implements flexible Bayesian models based on neural networks, Gaussian processes, and mixtures, and that demonstrates various Markov chain Monte Carlo methods.

- Copyright and contact information
- Facilities provided by this software
- Installing the software
- Overview of the software
- Introduction to the examples
- Examples of Markov chain sampling for simple distributions
- Examples of Markov chain sampling for simple Bayesian models
- Examples of flexible Bayesian regression and classification models based on neural networks and Gaussian processes
- Examples of Bayesian mixture models
- Examples of Bayesian neural network survival models
- Examples of learning with gradient descent, early stopping & ensembles
- Hints and warnings
- Guide to further documentation
- Acknowledgements

- Release of 1999-12-06
- Release of 1999-03-13
- Release of 1998-09-01
- Release of 1998-08-02
- Release of 1997-07-22
- Release of 1997-01-18
- Release of 1996-08-26
- Release of 1995-08-09

........ UTIL ......... ..... MC ..... .... DIST ..... ... BVG ... calc model-spec mc dist bvg data-spec numin mc-ais dist-display bvg-initial extract prior mc-quantities dist-est bvg-mc find-min quantities mc-spec dist-gen bvg-plt formula rand-seed mc-temp-filter dist-initial bvg-spec grid series mc-temp-sched dist-mc log xxx-hist xxx-grad-test dist-quantities log-append xxx-plt xxx-mc dist-spec log-copy xxx-tbl xxx-stepsizes dist-stepsizes log-last log-records log-types .... NET ..... .... GP ..... .... MIX ..... net gp mix net-dvar gp-cov mix-cases net-display gp-display mix-display net-eval gp-eigen mix-extensions net-gd gp-eval mix-gen net-gen gp-gen mix-mc net-hist gp-mc mix-quantities net-mc gp-pred mix-spec net-plt gp-quantities net-pred gp-spec net-quantities net-rej net-spec net-tblA more detailed index is given below, with the most important documentation files marked with an asterisk.

* log Facilities for handling log files log-types Types of log file records used by various programs log-copy Copy part of a log file to a new log file log-append Append records from one log file to the end of another log-last Display the index of the last record in a log file log-records List all records in a log file formula Syntax for arithmetic formulas calc Simple calculator program * data-spec Specify data sets for training and testing * numin Facilities for input of numeric data * model-spec Specify model for targets * prior Meaning and syntax of prior specifications find-min Find entry with minimum value (for cross validation) grid Output a grid of points extract Extract items at random from a data file * rand-seed Specify a random number seed * quantities Numeric quantities obtainable from log files * xxx-plt Write quantities from log files, suitable for plotting xxx-tbl Write quantities from log files in a tabular form xxx-hist Build a histogram for a quantity using data from log files * series Analyse stationary time series data

* mc Programs and modules supporting Markov chain Monte Carlo * mc-spec Specify how to do the Markov chain simulation * xxx-mc Run Markov chain simulation * mc-quantities Quantities from log files relating to Monte Carlo mc-temp-sched Specify temperature schedule for tempering methods mc-temp-filter Copy only iterations at a given temperature mc-ais Monitor annealed importance sampling (AIS) runs xxx-grad-test Test the correctness of the energy gradient computations xxx-stepsizes Display and evaluate stepsizes used for dynamics

* dist Markov chain sampling for a specified distribution * dist-spec Specify a distribution to sample from dist-initial Specify initial state for Markov chain dist-stepsizes Display, evaluate, or set stepsizes used for dynamics * dist-mc Do Markov chain sampling for the specified distribution dist-gen Generate values for state variables from the prior dist-display Print state variables at a specified iteration * dist-quantities Quantities defined for a specified distribution * dist-est Estimate the expectation of some function of state

bvg Demo of Markov chain sampling from a bivariate Gaussian bvg-spec Specify a bivariate Gaussian distribution to sample from bvg-initial Set initial state for sampling from a bivariate Gaussian bvg-mc Do Markov chain simulation for a bivariate Gaussian bvg-plt Get quantities from a bvg log file, suitable to plot

* net Bayesian inference for neural networks using MCMC * net-spec Create a new network, or display existing specifications * net-mc Do Markov chain simulation to sample networks * net-gen Generate networks from the prior, or with fixed values net-gd Train a network by gradient descent in the error * net-display Print network parameters and/or hyperparameters * net-quantities Quantities from log files relating to networks * net-plt Get quantities from net log files, suitable for plotting net-tbl Get quantities from net log files and output as table net-hist Build histogram for quantity obtained from net log files * net-pred Make predictions for test cases net-eval Evaluate network functions over a grid net-dvar Find the variance of a difference in function values net-rej Generate networks from the posterior by rejection sampling

* gp Bayesian modelling using Gaussian processes * gp-spec Specify a Gaussian process model, or display existing spec * gp-mc Use Markov chain to sample Gaussian process hyperparameters * gp-gen Generate GP hyperparameters randomly, or fix them * gp-display Print Gaussian process hyperparameters & other information * gp-quantities Quantities from log files relating to Gaussian processes * gp-pred Make predictions for test cases using Gaussian process gp-eval Evaluate function drawn from a Gaussian process over a grid gp-cov Print covariance matrix for a Gaussian process gp-eigen Find eigenvalues/vectors of covariance matrix

* mix Bayesian inference for mixture models * mix-spec Specify a mixture model, or display existing spec * mix-mc Use Markov chain to do sampling for a mixture model * mix-gen Generate hyperparameters randomly, or fix them * mix-display Print mixture model parameters, hyperparameters, etc. * mix-quantities Quantities from log files relating to mixture models mix-cases Generate cases from a mixture model mix-extensions Possible extensions to the mixture modeling software