compops / pmh-tutorial
Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"
☆28Updated 5 years ago
Alternatives and similar repositories for pmh-tutorial:
Users that are interested in pmh-tutorial are comparing it to the libraries listed below
- Unbiased Markov chain Monte Carlo with couplings☆29Updated 2 years ago
- Programs for Optimal Transport Methods in Economics☆32Updated 5 years ago
- sgmcmc: a stochastic gradient MCMC package for R☆29Updated 4 years ago
- A system for Bayesian estimation of state space models using PyMC☆34Updated last year
- Bayesian state-space modelling on high-performance hardware, including multicore, GPUs and distributed clusters.☆99Updated last year
- Markov Switching Models for Statsmodels☆22Updated 8 years ago
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆44Updated 6 months ago
- State Space Estimation of Time Series Models in Python: Statsmodels☆43Updated 8 years ago
- python app for doing personalized causal medicine using the methods invented by Judea Pearl et al.☆24Updated 2 years ago
- Course material for the PhD course in Advanced Bayesian Learning☆59Updated last week
- Code for Vector Quantile Regression (Carlier, Chernozhukov, Galichon, Annals of Statistics, 2016)☆16Updated 3 years ago
- Home for the book-in-progress 'Bayesian Learning'☆28Updated 2 weeks ago
- Basic time series modeling with Stan and Pystan☆33Updated 7 years ago
- Code for the Bayesian Synthetic Likelihood paper by Price et al 2018 in the Journal of Computational and Graphical Statistics (volume 27,…☆13Updated 7 years ago
- Pareto smoothed importance sampling (PSIS) and PSIS leave-one-out cross-validation for Python and Matlab/Octave☆76Updated last year
- Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods☆12Updated 7 years ago
- Full Bayesian Inference for Hidden Markov Models☆41Updated 6 years ago
- R code for ''Bayesian method for causal inference in spatially-correlated multivariate time series''☆45Updated 4 years ago
- "Discontinuous Hamiltonian Monte Carlo for sampling discrete parameters" by Akihiko Nishimura, David Dunson, Jianfeng Lu☆27Updated 6 years ago
- GAS models☆34Updated 3 years ago
- State space models (dynamic linear models, hidden Markov models) implemented in Stan.☆47Updated 6 years ago
- The code in this repository follows the paper "Stochastic gradient MCMC"☆25Updated 5 years ago
- Bayesian Causal Forests☆41Updated 9 months ago
- Repo for code from the SBC paper☆24Updated 6 years ago
- Dimension Reduction Methods for Multivariate Time Series☆58Updated 5 months ago
- Draft introduction to probability and inference aimed at the Stan manual.☆84Updated 8 years ago
- ☆30Updated 4 years ago
- Gaussian processes regression models with linear inequality constraints☆14Updated 8 months ago
- Generalized lasso implementations☆46Updated 4 months ago
- A C++ library for vine copula models (w/ interfaces to R + Python)☆34Updated this week