Folders and files

Name		Name	Last commit message	Last commit date
.gitignore		.gitignore
LICENSE		LICENSE
ProbabilityLearner.ipynb		ProbabilityLearner.ipynb
README.md		README.md
VolatilityLearner.ipynb		VolatilityLearner.ipynb
__init__.py		__init__.py
optlearner.py		optlearner.py
test_optlearner.py		test_optlearner.py

Bayesian probability learners

This repository has code for two Bayesian models that learn latent binomial probabilities in nonstationary environments. The first is a direct implementation of the model in this paper, while the second is a simpler model.

You can view the example notebooks for the the two learners statically: