% % MONTE CARLO INFERENCE (MCI) toolbox % % INFERENCE FOR SINGLE DATA SET % % spm_mci_lgv.m Langevin Monte Carlo (LMC) otherwise known as Simplified % Manifold Metropolis Adjusted Langevin Algorithm % (Simplified MMALA). % % spm_mci_ais.m Annealed Importance Sampling (AIS) % % spm_mci_pop.m Adaptive Monte Carlo (AMC): Metropolis-Hastings with % proposals tuned using Robbins-Monro. Also allows for % multiple chains and thermodynamic integration % % spm_mci_post.m Generic wrapper for single subject Bayesian inference. % Implemented using LMC, AIS, AMC or Variational Laplace (VL) % % mci_demo_approach.m Approach to limit example % mci_demo_discount.m Temporal discounting model % mci_demo_growth.m Preece-Baines growth model % mci_demo_lds.m Linear dynamical system % mci_demo_linear.m Linear regression % mci_demo_linsqr.m (Squared) Linear regression with local minima % mci_demo_logistic.m Logistic regression % mci_demo_nmm.m Neural mass models % mci_demo_phase.m Fully connected phase coupling models % mci_demo_rphase.m Phase coupling models with specific connectivity % mci_demo_ramsay.m Nonlinear oscillator with local minima % % When setting up inference for a new dynamical model, use spm_mci_check(M) to % see that model M has required fields. % % INFERENCE FOR GROUP DATA % % spm_mci_mfx.m Mixed effects inference for nonlinear systems % spm_mci_mfx_dynamic.m Mixed effects inference for dynamical systems % % mci_demo_rfx_linear.m Random effects linear regression and comparison % with parametric Empirical Bayes % mci_demo_rfx_logistic.m Random effects logistic regression % mci_demo_rfx_nmm.m Random effects neural mass models % mci_demo_rfx_rphase.m Random effects phase coupling % mci_demo_mfx_lds.m Mixed effects linear dynamical systems % % INTEGRATION % % spm_mci_fwd.m Integrate dynamics and apply observation model. % spm_mci_sens.m Forward Sensitivity analysis % spm_mci_adjoint.m Adjoint Sensitivity analysis % % mci_compare_forward.m Compare integration speed of various methods % mci_compare_gradients.m Compare accuracy of gradient estimation % mci_compare_sensitivities Compare speed of sensitivity estimation % % The sensitivity matrices are more efficiently computed if you have % installed the four major components of the Sundials package (CVODE, % CVODES,IDA,IDAS) from http://computation.llnl.gov/casc/sundials/ % % DIAGNOSTICS % % spm_mci_diag.m Trace plots, energy trajectory % spm_mci_ess.m Effective sample size for a Markov chain % spm_mci_stat.m Test for stationarity % spm_mci_quantiles Histograms and quantiles from samples % % REFERENCES: % % W.Penny, M Klein-Flugge and B Sengupta (2015) Mixed-Effects Langevin % Monte Carlo, Submitted, 2015. % % W.Penny and B Sengupta (2015) Annealed Importance Sampling for Neural % Mass Models, Submitted, 2015. % % B. Sengupta, K. Friston and W. Penny (2015) Gradient-based MCMC samplers % for dynamic causal modelling. Neuroimage. % % B. Sengupta, K. Friston and W. Penny (2015) Gradient-free MCMC samplers % for dynamic causal modelling. Neuroimage, 112, 375-381. % % B. Sengupta, K. Friston and W. Penny (2014) Efficient Gradient % Computation for Dynamical Models. Neuroimage,98, 521-527. %_________________________________________________________________________ % Copyright (C) 2015 Wellcome Trust Centre for Neuroimaging % Will Penny and Biswa Sengupta % $Id: Contents.m 6548 2015-09-11 12:39:47Z will $