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nchopin /particles

Sequential Monte Carlo in python

particle-filter bayesian-inference kalman-filter sequential-monte-carlo pmcmc smc2 quasi-monte-carlo

UpdatedOct 14, 2025
Python

LowLevelParticleFilters.jl

baggepinnen /LowLevelParticleFilters.jl

State estimation, smoothing and parameter estimation using Kalman and particle filters.

tracking estimation controls particle-filter dynamical-systems control-systems parameter-estimation bayesian-inference gnss unscented-kalman-filter data-assimilation state-estimation system-identification kalman-filter monte-carlo-methods sequential-monte-carlo virtual-sensing extended-kalman-filter guidance-navigation-control prediction-error-method

UpdatedNov 12, 2025
Julia

kingaa /pomp

R package for statistical inference using partially observed Markov processes

markov-model r time-series state-space statistical-inference particle-filter dynamical-systems abc differential-equations mathematical-modelling likelihood markov-chain-monte-carlo stochastic-processes likelihood-free b-spline measurement-error sequential-monte-carlo sobol-sequence simulation-based-inference iterated-filtering

UpdatedSep 29, 2025
R

tingiskhan /pyfilter

Particle filtering and sequential parameter inference in Python

time-series pytorch particle-filter bayesian-inference sequential-monte-carlo

UpdatedApr 22, 2023
Python

SMC.jl

FRBNY-DSGE /SMC.jl

Sequential Monte Carlo algorithm for approximation of posterior distributions.

time-series economics econometrics bayesian-inference mcmc online-algorithms sequential-monte-carlo adaptive-algorithm

UpdatedApr 17, 2025
Julia

TuringLang /AdvancedPS.jl

Implementation of advanced Sequential Monte Carlo and particle MCMC algorithms

particle-filter sequential-monte-carlo particle-mcmc

UpdatedOct 16, 2025
Julia

probcomp /GenParticleFilters.jl

Building blocks for simple and advanced particle filtering in Gen.

particle-filter probabilistic-programming bayesian-inference sequential-monte-carlo

UpdatedMar 19, 2024
Julia

cyianor /smc2017

Collected code and materials from the intensive course preparing for the workshop on Sequential Monte Carlo (SMC) methods at Uppsala University, August 2017

workshop-materials sequential-monte-carlo uppsala-university

UpdatedSep 24, 2018
Jupyter Notebook

mukeshramancha /transitional-mcmc

This repo contains the code of Transitional Markov chain Monte Carlo algorithm

particle-filter bayesian-inference mcmc markov-chain-monte-carlo sequential-monte-carlo tmcmc

UpdatedOct 26, 2022
Python

OnlinePhylo /sts

Sequential Tree Sampler for online phylogenetics

phylogenetics online-algorithms sequential-monte-carlo

UpdatedMar 19, 2019
C++

neuralyzer /pyabc

pyABC: distributed, likelihood-free inference

python parallel-computing distributed-computing sequential-monte-carlo approximate-bayesian-computation

UpdatedJan 26, 2018

christophmark /bayesianfridge

Sequential Monte Carlo sampler for PyMC2 models.

monte-carlo inference model-selection sequential-monte-carlo inference-engine

UpdatedApr 4, 2018
Python

AdrienCorenflos /particle_mala

Gradient-informed particle MCMC methods

particle-filter smc mcmc sequential-monte-carlo particle-mcmc state-space-models

UpdatedJan 29, 2024
Python

GrainLearning /grainLearning

A Bayesian uncertainty quantification toolbox for discrete and continuum numerical models of granular materials, developed by various projects of the University of Twente (NL), the Netherlands eScience Center (NL), University of Newcastle (AU), and Hiroshima University (JP).

bayesian-inference uncertainty-quantification sequential-monte-carlo parameter-identification mixture-models low-discrepancy-sequences

UpdatedOct 16, 2025
Jupyter Notebook

felixleopoldo /trilearn

Bayesian structure learning and classification in decomposable graphical models.

machine-learning classification bayesian-inference predictive-modeling log-linear-model bayesian-statistics gaussian-graphical-models sequential-monte-carlo markov-networks decomposable-graphs decomposable-graphical-models covariance-selection

UpdatedJan 22, 2024
Python

miroslavradojevic /pnr

Automated Neuron Reconstruction from 3D Fluorescence Microscopy Images Using Sequential Monte Carlo Estimation

particle-filter sequential-monte-carlo neuron-reconstruction

UpdatedApr 25, 2024
C++

mj-will /pocomc-bilby

pocomc plugin for bilby

bayesian-inference smc sequential-monte-carlo bilby

UpdatedOct 9, 2025
Python

serrsBayes

mooresm /serrsBayes

R package serrsBayes

bayesian spectroscopy chemometrics sequential-monte-carlo raman

UpdatedNov 6, 2025
R

enceladus-rex /nasmc

An implementation of Neural Adaptive Sequential Monte Carlo (NASMC) using PyTorch

neural-network pytorch particle-filter state-estimation sequential-monte-carlo

UpdatedAug 7, 2020
Python

amoretti86 /phylo

Variational Combinatorial Sequential Monte Carlo methods for Bayesian Phylogenetic Inference

phylogenetics variational-inference sequential-monte-carlo

UpdatedSep 12, 2023
Python

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