sequential-monte-carlo topic

Sequential Monte Carlo in python

nchopin

Sequential Monte Carlo algorithm for approximation of posterior distributions.

FRBNY-DSGE

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

lawmurray

R package for statistical inference using partially observed Markov processes

kingaa

Particle filtering and sequential parameter inference in Python

tingiskhan

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

baggepinnen

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

cyianor

Implementation of advanced Sequential Monte Carlo and particle MCMC algorithms

TuringLang

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

mukeshramancha

Building blocks for simple and advanced particle filtering in Gen.

probcomp