Propagation of distributions by Monte-Carlo sampling: Real number types with uncertainty represented by samples.
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Updated
Feb 1, 2024 - Julia
Propagation of distributions by Monte-Carlo sampling: Real number types with uncertainty represented by samples.
State estimation, smoothing and parameter estimation using Kalman and particle filters.
Implementation of advanced Sequential Monte Carlo and particle MCMC algorithms
Building blocks for simple and advanced particle filtering in Gen.
A Julia package that provides (feedback) particle filters for nonlinear stochastic filtering and data assimilation problems
Archive of personal implementations of various Bayesian filters.
A Julia package that provides high-level abstractions for simulating and deploying stochastic filters
A particle filter in Julia.
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