Implementation of advanced Sequential Monte Carlo and particle MCMC algorithms
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Jul 19, 2026 - Julia
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particle-mcmc
Here are 5 public repositories matching this topic...
Gradient-informed particle MCMC methods
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Jan 29, 2024 - Python
Python framework for simulating and estimating Bayesian nonlinear pricing models with regime-switching and adaptive volatility filters.
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Dec 13, 2024 - Python
R package for Bayesian inference with interacting particle systems
r particle-filter graphical-models bayesian-inference jags mcmc-sampler sequential-monte-carlo inference-engine bugs-language biips particle-mcmc
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Nov 25, 2020 - R
Matlab toolbox for Bayesian inference with interacting particle systems
matlab octave particle-filter graphical-models bayesian-inference jags mcmc-sampler sequential-monte-carlo inference-engine bugs-language biips particle-mcmc
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Mar 23, 2018 - MATLAB
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