compops / pmh-tutorialLinks
Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"
☆28Updated 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:
- Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods☆13Updated 8 years ago
- Bayesian state-space modelling on high-performance hardware, including multicore, GPUs and distributed clusters.☆103Updated 2 years ago
- Course material for the PhD course in Advanced Bayesian Learning☆60Updated 11 months ago
- sgmcmc: a stochastic gradient MCMC package for R☆30Updated 5 years ago
- This is a read-only mirror of the CRAN R package repository. dlm — Bayesian and Likelihood Analysis of Dynamic Linear Models☆10Updated last year
- Draft introduction to probability and inference aimed at the Stan manual.☆84Updated 9 years ago
- Automatic Reparameterisation of Probabilistic Programs☆36Updated 5 years ago
- Pareto smoothed importance sampling (PSIS) and PSIS leave-one-out cross-validation for Python and Matlab/Octave☆79Updated last year
- State Space Estimation of Time Series Models in Python: Statsmodels☆44Updated 9 years ago
- Unbiased Markov chain Monte Carlo with couplings☆30Updated 3 years ago
- Programs for Optimal Transport Methods in Economics☆35Updated 6 years ago
- Collected code and materials from the intensive course preparing for the workshop on Sequential Monte Carlo (SMC) methods at Uppsala Univ…☆22Updated 7 years ago
- Materials for a workshop on Julia programming at UW-Madison Statistics Dept. in June 2014☆31Updated 6 years ago
- ☆12Updated 8 months ago
- "Discontinuous Hamiltonian Monte Carlo for sampling discrete parameters" by Akihiko Nishimura, David Dunson, Jianfeng Lu☆29Updated 7 years ago
- Repo for code from the SBC paper☆24Updated 6 years ago
- ☆18Updated 3 years ago
- Compares Stan, PyMC, and PyMC + JAX numpyro sampler on a model for tennis☆33Updated 3 years ago
- Home for the book-in-progress 'Bayesian Learning'☆28Updated 3 months ago
- R code for ''Bayesian method for causal inference in spatially-correlated multivariate time series''☆45Updated 5 years ago
- GAS models☆35Updated 4 years ago
- ☆14Updated 5 years ago
- ☆31Updated 5 years ago
- Bayesian Regression Models in Pyro☆74Updated last year
- Bayesian Learning course at Stockholm University☆157Updated last month
- stan2tfp is a lightweight interface to the TensorFlow Probability backend of the Stan compiler. It provides the necessary objects and fun…☆25Updated 4 years ago
- ☆15Updated 6 years ago
- Advanced Topics in Scientific Computing with Julia☆93Updated 6 years ago
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆45Updated last year
- Basic probability manipulation routines for discrete variables☆29Updated 8 years ago