Alternatives and similar repositories for gpo-smc-abc

Users that are interested in gpo-smc-abc are comparing it to the libraries listed below

• compops / pmh-tutorial
  Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"
  ☆28Updated 6 years ago
• nickpoison / Stochastic-Volatility-Models
  R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"
  ☆13Updated 2 years ago
• ChadFulton / fulton_statsmodels_2017
  State Space Estimation of Time Series Models in Python: Statsmodels
  ☆44Updated 8 years ago
• convexfi / fitHeavyTail
  Mean and Covariance Matrix Estimation under Heavy Tails
  ☆22Updated 2 years ago
• AlexIoannides / pymc-stochastic-process
  Bayesian Inference and parameter estimation in quant finance.
  ☆42Updated 6 years ago
• cyianor / smc2017
  Collected code and materials from the intensive course preparing for the workshop on Sequential Monte Carlo (SMC) methods at Uppsala Univ…
  ☆21Updated 6 years ago
• mfrdixon / GP-CVA
  ☆14Updated 5 years ago
• LeopoldoCatania / GAS
  GAS models
  ☆34Updated 4 years ago
• Roth-Lab / pgsm
  ☆12Updated 3 months ago
• broughtj / Fin6470
  Finance 6470: Derivatives Markets
  ☆10Updated 4 years ago
• yc-ning / Bayesian-multivariate-time-series-causal-inference
  R code for ''Bayesian method for causal inference in spatially-correlated multivariate time series''
  ☆46Updated 5 years ago
• shabbychef / SharpeR
  R package for inference on the Sharpe ratio.
  ☆20Updated 8 months ago
• mattja / nsim
  Large scale simulation of ODEs or SDEs, analyze time series.
  ☆25Updated 6 years ago
• ChadFulton / pymar
  Markov Switching Models for Statsmodels
  ☆23Updated 9 years ago
• davidbarber / Julia0p6ProbabilisticInferenceEngine
  Basic probability manipulation routines for discrete variables
  ☆29Updated 7 years ago
• tharte / mbt
  R in Finance 2016 Seminar: Modern Bayesian Tools for Time Series Analysis
  ☆28Updated 9 years ago
• alfredgalichon / OTME
  Programs for Optimal Transport Methods in Economics
  ☆33Updated 5 years ago
• TomAugspurger / Greene_Econometrics
  ☆16Updated 12 years ago
• jessegrabowski / pymc_statespace
  A system for Bayesian estimation of state space models using PyMC
  ☆35Updated last month
• mgorinova / autoreparam
  Automatic Reparameterisation of Probabilistic Programs
  ☆36Updated 5 years ago
• rlabbe / statistical-rethinking
  Notebooks containing R code from Richard McElreath's Statistical Rethinking
  ☆72Updated 9 years ago
• wwrechard / pydlm-lite
  The lite version of the package pydlm. A lite yet powerful Bayesian dynamic modeling library
  ☆12Updated 7 years ago
• constantino-garcia / nonlinearTseries
  Nonlinear time series analysis in R
  ☆36Updated 11 months ago
• paul-buerkner / LFO-CV-paper
  ☆14Updated 5 years ago
• arviz-devs / EABM
  Source repository for the online book Exploratory Analysis of Bayesian Models.
  ☆24Updated 2 weeks ago
• heike / stat590f
  Topics in statistical computing @ ISU
  ☆18Updated 9 years ago
• luisdamiano / BayesHMM
  Full Bayesian Inference for Hidden Markov Models
  ☆43Updated 6 years ago
• chenhaotian / Changepoints
  Bayesian online change point detection and offline learning
  ☆57Updated 5 years ago
• CamDavidsonPilon / PyDataNY_2019_tutorial
  Repo for PyData 2019 Tutorial - New Trends in Estimation and Inference
  ☆27Updated 5 years ago
• econ-ark / DemARK
  Demonstrations of how to use material in the Econ-ARK
  ☆36Updated last month