Nicolas Chopin

icon indicating a website link https://nchopin.github.io/ icon indicating an email [email protected]

icon company ENSAE, Institut Polytechnique de Paris icon location Paris icon location Professor of Data Sciences at ENSAE, Paris

Results 4 issues of Nicolas Chopin

Missing feature: Multivariate normal distribution with a different covariance matrix for each particle

1 comment

Ah, sorry, my bad. One way to fix my code : ``` def multi_dist(xp, beta, gamma, dt): # xp means X_{t-1}, defines the BM parts locS = xp['S'] - beta*xp['S']*xp['I']*dt...

Make mcmc.PMMH work with any Feynman-Kac class

By default, PMMH runs the bootstrap filter associated to the considered state-space model. It is possible to use a different algorithm, by setting argument `fk_cls` to another `Feynman-Kac` class; however,...

Fixing seeds and reproducibility

### Discussed in https://github.com/nchopin/particles/discussions/86 Originally posted by **MauroCE** May 4, 2024 I really like this package and it's very intuitive to use :) One thing that would make me love...

enhancement

Improve documentation on MCMC kernels

Develop and clarify documentation regarding how to define new MCMC kernels, as users (see e.g. #90) seem a bit confused on this point.

enhancement