Getting started with particle Metropolis-Hastings for inference in nonlinear dynamical models
This tutorial provides a gentle introduction to the particle Metropolis-Hastings (PMH)
algorithm for parameter inference in nonlinear state-space models together with a software …
algorithm for parameter inference in nonlinear state-space models together with a software …
Biips: software for Bayesian inference with interacting particle systems
A Todeschini, F Caron, M Fuentes, P Legrand… - arXiv preprint arXiv …, 2014 - arxiv.org
Biips is a software platform for automatic Bayesian inference with interacting particle
systems. Biips allows users to define their statistical model in the probabilistic programming …
systems. Biips allows users to define their statistical model in the probabilistic programming …
Getting started with particle Metropolis-Hastings for inference in nonlinear dynamical models
This tutorial provides a gentle introduction to the particle Metropolis-Hastings (PMH)
algorithm for parameter inference in nonlinear state-space models together with a software …
algorithm for parameter inference in nonlinear state-space models together with a software …