particle-metropolis-hastings
Here are 7 public repositories matching this topic...
Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"
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Apr 1, 2019 - R
R package pmhtutorial available from CRAN.
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Apr 1, 2019 - R
Accelerating pseudo-marginal Metropolis-Hastings by correlating auxiliary variables
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Nov 29, 2017 - Python
Constructing Metropolis-Hastings proposals using damped BFGS updates
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Jul 30, 2018 - Python
Particle Metropolis-Hastings using gradient and Hessian information
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Nov 29, 2017 - Python
Quasi-Newton particle Metropolis-Hastings
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Nov 29, 2017 - Python
Code skeletons for implementing PMH in MATLAB based on the repo pmh-tutorial
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Oct 3, 2017 - MATLAB
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