cyianor / smc2017Links
Collected code and materials from the intensive course preparing for the workshop on Sequential Monte Carlo (SMC) methods at Uppsala University, August 2017
☆22Updated 7 years ago
Alternatives and similar repositories for smc2017
Users that are interested in smc2017 are comparing it to the libraries listed below
Sorting:
- A variational method for fast, approximate inference for stochastic differential equations.☆45Updated 7 years ago
- Bayesian Inference and parameter estimation in quant finance.☆43Updated 6 years ago
- Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"☆28Updated 6 years ago
- Implementation of Hidden Markov Models in pymc3☆62Updated 8 years ago
- Hierarchical Change-Point Detection☆14Updated 7 years ago
- Automatic Reparameterisation of Probabilistic Programs☆36Updated 5 years ago
- ☆14Updated 6 years ago
- Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods☆13Updated 8 years ago
- Code for AutoGP☆27Updated 6 years ago
- Hidden Markov models in PyMC3☆97Updated last year
- Pareto smoothed importance sampling (PSIS) and PSIS leave-one-out cross-validation for Python and Matlab/Octave☆79Updated last year
- Particle Gibbs for Bayesian Additive Regression Trees☆33Updated 10 years ago
- Non-stationary spectral mixture kernels implemented in GPflow☆28Updated 7 years ago
- State Space Estimation of Time Series Models in Python: Statsmodels☆44Updated 8 years ago
- Reference implementation of variational sequential Monte Carlo proposed by Naesseth et al. "Variational Sequential Monte Carlo" (2018)☆65Updated 6 years ago
- Unbiased Markov chain Monte Carlo with couplings☆30Updated 3 years ago
- Implementation of the Gaussian Process Autoregressive Regression Model☆68Updated 11 months ago
- Mean and Covariance Matrix Estimation under Heavy Tails☆22Updated 2 years ago
- Code repository for the generalized Galton board example in the paper "Mining gold from implicit models to improve likelihood-free infere…☆34Updated 6 years ago
- Large scale simulation of ODEs or SDEs, analyze time series.☆25Updated 6 years ago
- Gaussian processes regression models with linear inequality constraints☆15Updated last year
- Gaussian Process and Uncertainty Quantification Summer School 2018☆31Updated 3 years ago
- Python package for canonical vine copula trees with mixed continuous and discrete marginals☆49Updated 2 years ago
- ☆12Updated 7 months ago
- Material for the practical of the DS3 course on "Representing and comparing probabilities with kernels"☆26Updated 6 years ago
- ☆52Updated 5 years ago
- Course in Probabilistic Programming in Python for the 2018 EU Summer School☆23Updated 7 years ago
- Temporally-reweighted Chinese restaurant process mixture models for multivariate time series☆37Updated last year
- Bayesian Regression Models in Pyro☆74Updated last year
- ☆18Updated 5 years ago