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Top 7 sequential-monte-carlo open source projects

Particle filtering and sequential parameter inference in Python

✭ 52

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

Sequential Monte Carlo algorithm for approximation of posterior distributions.

✭ 53

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

Birch

A probabilistic programming language that combines automatic differentiation, automatic marginalization, and automatic conditioning within Monte Carlo methods.

✭ 80

C++M4 Makefile machine-learning statistics monte-carlo automatic-differentiation bayesian-inference system-identification bayesian-data-analysis sequential-monte-carlo probabilistic-programming-language birch automatic-marginalization automatic-conjugacy automatic-conditioning

pomp

R package for statistical inference using partially observed Markov processes

smc2017

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

✭ 18

Jupyter Notebook matlab workshop-materials sequential-monte-carlo uppsala-university

sts

Sequential Tree Sampler for online phylogenetics

✭ 15

C++Mathematica python CMake Makefile processing phylogenetics online-algorithms sequential-monte-carlo

pyabc

pyABC: distributed, likelihood-free inference

✭ 13

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

1-7 of 7 sequential-monte-carlo projects