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Pinned repositories

  1. pmh-tutorial

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

    R 6 5

  2. gpo-smc-abc

    Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods

    Python 2 1

  3. pmmh-correlated2015

    Accelerating pseudo-marginal Metropolis-Hastings by correlating auxiliary variables

    Python 1

  4. phd-thesis

    Accelerating Monte Carlo methods for Bayesian inference in dynamical models

    Python 1 3

  5. qpmh2-sysid2015

    Quasi-Newton particle Metropolis-Hastings

    Python 1

  6. smc-toyexample

    Sequential Monte Carlo methods (particle filtering/smoothing) for a toy problem

    Mercury 3

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January 2018

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