Variational Bayesian inference for linear and logistic regression
MATLAB code to perform linear and logistic regression, with shrinkage priors. Inference of parameters and hyper-parameters is performed by Variational Bayes. Scripts with and without Automated Relevance Determination are provided.
Code: Variational Bayesian linear regression and Variational Bayesian logistic regression.
Documentation: arXiv paper.
Diffusion model first-passage time distributions and sampling
Code to compute the first passage time distributions for diffusion models for drifts and bounds that can evolve arbitrarily over time, and for drawing first-passage time and bound samples from such models. Optimized methods are provided for special cases of constant drift/bounds. The code is available either as C++ library with MATLAB (MEX) and Python interface, or as Julia module.
Code: C++/MATLAB/Python code for diffusion models and Julia DiffModels.jl module for diffusion models.
Code for the FENS Winter School 2015
MATLAB code to generate all the figures of my tutorial for normative solutions to the speed/accuracy trade-off in perceptual decision-making. This tutorial was held at the FENS-Hertie Winter School 2015 on the neuroscience of decision-making.
Code: MATLAB scripts to generate the tutorial figures.
Documentation: tutorial notes, containing all derivations/figures, and tutorial slides.
Computational Neuroscience Journal Club
Please consult the Computational Neuroscience Journal Club webpage for a list of future meetings.