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  1. pmh-tutorial

    Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"

    R 10 6

  2. barx-sysid2018

    Sparse Bayesian ARX models with flexible noise distributions

    R 1

  3. qnmh-sysid2018

    Constructing Metropolis-Hastings proposals using damped BFGS updates

    Python

  4. pmmh-correlated2015

    Accelerating pseudo-marginal Metropolis-Hastings by correlating auxiliary variables

    Python 1 1

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June 2018

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