Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"
☆28Apr 1, 2019Updated 6 years ago
Alternatives and similar repositories for pmh-tutorial
Users that are interested in pmh-tutorial are comparing it to the libraries listed below
Sorting:
- Variational Gaussian Process State-Space Models☆25Nov 10, 2015Updated 10 years ago
- Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods☆13Nov 29, 2017Updated 8 years ago
- Bayesian state-space modelling on high-performance hardware, including multicore, GPUs and distributed clusters.☆104Sep 12, 2023Updated 2 years ago
- Coalescent simulation and likelihood for phylodynamic inference☆14May 15, 2025Updated 10 months ago
- A list (quite disorganized for now) of papers tackling the Bayesian estimation of Ito processes (and their discrete time version)☆16Jul 10, 2020Updated 5 years ago
- ☆15Oct 7, 2019Updated 6 years ago
- ☆10Apr 19, 2024Updated last year
- This repository contains the Matlab code for "Extracting grid characteristics from spatially distributed place cell inputs using non-nega…☆20Mar 23, 2016Updated 9 years ago
- ☆12May 12, 2025Updated 10 months ago
- Python implementation of Markov Switching Model using Bayesian inference (Gibbs Sampling) by Lim et al (2020)☆10Dec 4, 2022Updated 3 years ago
- Unifying probabilistic models for time-frequency analysis. Spectral Mixture Gaussian processes in state space form.☆19May 30, 2019Updated 6 years ago
- The asymptotic normal distribution properties☆15Mar 24, 2018Updated 7 years ago
- 爬取谷歌专利☆11Aug 23, 2019Updated 6 years ago
- The effect of copulas on time-variant reliability involving time-continuous stochastic processes☆11Mar 8, 2017Updated 9 years ago
- Tree-structured recurrent switching linear dynamical systems☆38Jul 13, 2020Updated 5 years ago
- Clustering with Orthogonal AutoEncoder☆15May 6, 2019Updated 6 years ago
- Large scale simulation of ODEs or SDEs, analyze time series.☆25Apr 24, 2019Updated 6 years ago
- Discussion for Stan for economists☆10Mar 29, 2016Updated 9 years ago
- An R package for symbolic and numerical computations on scalar and multivariate systems of stochastic differential equations (SDEs). It p…☆14Mar 5, 2024Updated 2 years ago
- Everyday Analytics and Visualization - JuliaCon 2015☆10Sep 25, 2015Updated 10 years ago
- Anaconda plugin for StarCluster☆21Aug 14, 2024Updated last year
- Phylodynamic inference☆21May 15, 2020Updated 5 years ago
- Notes from the book 'The Elements of Statistical Learning'☆21Jun 20, 2025Updated 9 months ago
- sketch-rnn demo for seoul mediacity biennale 2018☆13Sep 4, 2018Updated 7 years ago
- Rank-normalization, folding, and localization: An improved R-hat for assessing convergence of MCMC☆32Nov 10, 2021Updated 4 years ago
- command line access to devtools☆10Apr 6, 2015Updated 10 years ago
- Tutorial on a number of topics in Deep Learning☆37Feb 20, 2020Updated 6 years ago
- 中国波动率指数IVIX（CBOE volatility index）☆27May 25, 2021Updated 4 years ago
- Use Bayesian Global Optimization to solve inverse problems☆13Jul 20, 2015Updated 10 years ago
- Granular instrumental variables, using Gabaix and Koijen paper (2020)☆21Aug 8, 2022Updated 3 years ago
- Material for my lectures at the University of Oslo, Dec 2014☆16Jul 25, 2015Updated 10 years ago
- Kindle to anki export☆12Dec 1, 2014Updated 11 years ago
- Easing the process of building and maintaining a CV using YAML and pandoc☆10Feb 23, 2016Updated 10 years ago
- Interactive visualization tool for multiple volumes, meshes and points based on VTK. The app can be controlled with Python scripts (optio…☆11Mar 13, 2022Updated 4 years ago
- Estimation of realized quantities☆18Aug 26, 2019Updated 6 years ago
- Volatility Spillovers based on Diebold and Yilmaz 2012☆19Mar 16, 2022Updated 4 years ago
- ☆11Apr 25, 2025Updated 10 months ago
- Collected code and materials from the intensive course preparing for the workshop on Sequential Monte Carlo (SMC) methods at Uppsala Univ…☆22Sep 24, 2018Updated 7 years ago
- Aim: To build web apps powered by Sockets.☆11Jun 3, 2018Updated 7 years ago