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Charles Knipp edited this page Jan 4, 2023 · 6 revisions

Demonstration

A demonstration of the package, its uses, and a little bit about the methodology.

Density Tempered SMC

An outline of Duan and Fulop's algorithm presented in their eponymous 2015 paper. Furthermore, this page discusses the issues presented in my version of the algorithm that prevent it from producing expected results.

SMC^2

A Julia flavored pseudocode that describes Chopin's SMC^2 algorithm. While the actual implementation is not perfect, this outline accurately describes the algorithm introduced in the original paper published in 2013.

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