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Topic: "sequential-monte-carlo"

nchopin/particles

Sequential Monte Carlo in python

Language: Python - Size: 5.19 MB - Last synced at: 16 days ago - Pushed at: 3 months ago - Stars: 443 - Forks: 77

baggepinnen/LowLevelParticleFilters.jl

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

Language: Julia - Size: 350 MB - Last synced at: about 6 hours ago - Pushed at: about 7 hours ago - Stars: 128 - Forks: 17

kingaa/pomp

R package for statistical inference using partially observed Markov processes

Language: R - Size: 1.01 GB - Last synced at: 8 days ago - Pushed at: 8 days ago - Stars: 114 - Forks: 27

tingiskhan/pyfilter 📦

Particle filtering and sequential parameter inference in Python

Language: Python - Size: 30.5 MB - Last synced at: 10 days ago - Pushed at: about 2 years ago - Stars: 81 - Forks: 17

FRBNY-DSGE/SMC.jl

Sequential Monte Carlo algorithm for approximation of posterior distributions.

Language: Julia - Size: 114 MB - Last synced at: 19 days ago - Pushed at: 27 days ago - Stars: 72 - Forks: 20

TuringLang/AdvancedPS.jl

Implementation of advanced Sequential Monte Carlo and particle MCMC algorithms

Language: Julia - Size: 27.5 MB - Last synced at: 7 days ago - Pushed at: 7 days ago - Stars: 55 - Forks: 12

probcomp/GenParticleFilters.jl

Building blocks for simple and advanced particle filtering in Gen.

Language: Julia - Size: 434 KB - Last synced at: 6 days ago - Pushed at: about 1 year ago - Stars: 23 - Forks: 2

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

Language: Jupyter Notebook - Size: 55.1 MB - Last synced at: almost 2 years ago - Pushed at: over 6 years ago - Stars: 19 - Forks: 15

mukeshramancha/transitional-mcmc

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

Language: Python - Size: 24.1 MB - Last synced at: 15 days ago - Pushed at: over 2 years ago - Stars: 18 - Forks: 2

OnlinePhylo/sts

Sequential Tree Sampler for online phylogenetics

Language: C++ - Size: 10.6 MB - Last synced at: over 1 year ago - Pushed at: about 6 years ago - Stars: 16 - Forks: 3

christophmark/bayesianfridge

Sequential Monte Carlo sampler for PyMC2 models.

Language: Python - Size: 54.7 KB - Last synced at: 17 days ago - Pushed at: about 7 years ago - Stars: 13 - Forks: 3

neuralyzer/pyabc

pyABC: distributed, likelihood-free inference

Size: 25.8 MB - Last synced at: 13 days ago - Pushed at: over 7 years ago - Stars: 13 - Forks: 3

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).

Language: Jupyter Notebook - Size: 135 MB - Last synced at: about 20 hours ago - Pushed at: 8 days ago - Stars: 11 - Forks: 1

felixleopoldo/trilearn

Bayesian structure learning and classification in decomposable graphical models.

Language: Python - Size: 1.6 MB - Last synced at: 24 days ago - Pushed at: over 1 year ago - Stars: 11 - Forks: 5

mooresm/serrsBayes

R package serrsBayes

Language: R - Size: 8.21 MB - Last synced at: about 1 month ago - Pushed at: almost 4 years ago - Stars: 8 - Forks: 3

miroslavradojevic/pnr

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

Language: C++ - Size: 1.01 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 6 - Forks: 1

enceladus-rex/nasmc

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

Language: Python - Size: 313 KB - Last synced at: 4 months ago - Pushed at: almost 5 years ago - Stars: 6 - Forks: 3

amoretti86/PSVO

Implementation of Particle Smoothing Variational Objectives

Language: Python - Size: 102 MB - Last synced at: over 1 year ago - Pushed at: about 5 years ago - Stars: 6 - Forks: 1

tlienart/SMC.jl

Sequential Monte Carlo methods in Julia (experimental)

Language: Julia - Size: 38.1 KB - Last synced at: 2 days ago - Pushed at: almost 8 years ago - Stars: 5 - Forks: 1

AdrienCorenflos/particle_mala

Gradient-informed particle MCMC methods

Language: Python - Size: 1.51 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 4 - Forks: 0

amoretti86/phylo

Variational Combinatorial Sequential Monte Carlo methods for Bayesian Phylogenetic Inference

Language: Python - Size: 3.49 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 4 - Forks: 2

biips/rbiips

R package for Bayesian inference with interacting particle systems

Language: R - Size: 6.17 MB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 4 - Forks: 2

JBris/deep-root-gen

A simulation model for the digital reconstruction of 3D root system architectures. Integrated with a simulation-based inference generative deep learning model.

Language: Python - Size: 4.71 MB - Last synced at: about 1 month ago - Pushed at: 6 months ago - Stars: 3 - Forks: 1

SeyedMuhammadHosseinMousavi/Synthetic-Data-Generation-by-Sequential-Monte-Carlo

Synthetic Data Generation by Sequential Monte Carlo (SMC)

Language: MATLAB - Size: 6.84 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 0

alessandro-viani/ToyExample

Example of an inverse problem where the aim is to reconstruct the parameters of an unknown number of weighted Gaussian function

Language: Jupyter Notebook - Size: 3.04 MB - Last synced at: almost 2 years ago - Pushed at: over 2 years ago - Stars: 2 - Forks: 0

ocbe-uio/elfi Fork of elfi-dev/elfi

A Python package for likelihood-free inference (LFI) methods such as Approximate Bayesian Computation (ABC)

Language: Python - Size: 1.27 MB - Last synced at: 8 months ago - Pushed at: about 4 years ago - Stars: 2 - Forks: 0

BjarkeHautop/bayesSSM

Bayesian Methods for State Space Models

Language: R - Size: 4.51 MB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 1 - Forks: 0

MCS-Quantum/seabed

SEquential Analysis and Bayesian Experimental Design (SEABED) powered by JAX

Language: Python - Size: 4.56 MB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 1 - Forks: 1

charlesknipp/sequential_monte_carlo

This module is an efficient and flexible implementation of various Sequential Monte Carlo (SMC) methods. Bayesian updates occur for both latent states and model parameters using joint inference.

Language: Julia - Size: 10.5 MB - Last synced at: 2 months ago - Pushed at: about 2 years ago - Stars: 1 - Forks: 0

i-am-sorri/SESAME_core

Language: MATLAB - Size: 38.9 MB - Last synced at: about 2 years ago - Pushed at: about 3 years ago - Stars: 1 - Forks: 3

miroslavradojevic/phdthesis

PhD dissertation: Methods for Automated Neuron Image Analysis candidate: Miroslav Radojevic Publisher: Erasmus University ISBN 978-94-6361-204-3

Language: TeX - Size: 278 MB - Last synced at: almost 2 years ago - Pushed at: over 4 years ago - Stars: 1 - Forks: 0

manuvazquez/smc_tools

Sequential Monte Carlo Tools

Language: Python - Size: 13.7 KB - Last synced at: almost 2 years ago - Pushed at: over 5 years ago - Stars: 1 - Forks: 1

jzhou316/SMC-KP

Sequential Monte Carlo for Kinetic Prediction of Time-Varying Data Generating Processes

Size: 1.95 KB - Last synced at: about 2 months ago - Pushed at: over 6 years ago - Stars: 1 - Forks: 1

chris-stanton50/particles-cdssm

Sequential Monte Carlo methods for Continuous-Discrete State Space Models

Language: Jupyter Notebook - Size: 6.62 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 0 - Forks: 0

mjcarter95/CondorSMC

An opportunistic SMC Sampler on HTCondor in Python

Language: Python - Size: 11.8 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

zcaiElvis/SMCRejuvenation

Lightweight Metropolis Hasting as a rejuvenation procedures for particles in Sequential Monte Carlo. Inference in Higher Order Probabilistic Languages with Pytorch

Language: Jupyter Notebook - Size: 15.4 MB - Last synced at: almost 2 years ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

AMDonati/backward-IS

Code for the paper "Backward importance sampling for online estimation of state space models"

Language: Python - Size: 12.8 MB - Last synced at: about 2 years ago - Pushed at: almost 3 years ago - Stars: 0 - Forks: 0

voduchuy/StMcmcCme

This repository contains the Python modules and scripts to reproduce the results in the paper "Catanach, Vo, Munsky. IJUQ 2020."

Language: Jupyter Notebook - Size: 124 MB - Last synced at: almost 2 years ago - Pushed at: almost 4 years ago - Stars: 0 - Forks: 0

zubiamansoor/Statistical-Computing

Materials from the graduate course on Statistical Computing at SFU in Spring 2020

Language: HTML - Size: 22 MB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 0 - Forks: 0

eggplantbren/TwinPeaks2018

Compute partition functions.

Language: C++ - Size: 1.02 MB - Last synced at: about 2 months ago - Pushed at: over 5 years ago - Stars: 0 - Forks: 0

OnlinePhylo/sts-online-experiments

Language: Python - Size: 253 KB - Last synced at: over 1 year ago - Pushed at: almost 7 years ago - Stars: 0 - Forks: 0

biips/matbiips

Matlab toolbox for Bayesian inference with interacting particle systems

Language: Matlab - Size: 116 KB - Last synced at: over 1 year ago - Pushed at: about 7 years ago - Stars: 0 - Forks: 2

Danielhp95/taller-mcts-coruna

Workshop for A Corunha in MCTS

Language: Python - Size: 1.48 MB - Last synced at: about 2 years ago - Pushed at: over 7 years ago - Stars: 0 - Forks: 0

Related Topics
bayesian-inference 20 particle-filter 16 markov-chain-monte-carlo 5 mcmc 4 particle-mcmc 4 time-series 4 approximate-bayesian-computation 3 r 3 phylogenetics 3 inference-engine 3 monte-carlo-methods 2 pytorch 2 state-space 2 inference 2 neuron-reconstruction 2 smc 2 state-estimation 2 likelihood-free-inference 2 bayesian 2 online-algorithms 2 biips 2 bugs-language 2 graphical-models 2 jags 2 mcmc-sampler 2 monte-carlo 2 variational-inference 2 dynamical-systems 2 state-space-models 2 markov-model 2 bayesian-statistics 2 kalman-filter 2 pmcmc 2 smc2 2 simulation-based-inference 2 sampling-methods 2 abc 1 b-spline 1 differential-equations 1 sobol-sequence 1 iterated-filtering 1 3d-modelling 1 mcmc-methods 1 likelihood 1 likelihood-free 1 julia 1 r-package 1 statistical-inference 1 mathematical-modelling 1 spectroscopy 1 raman 1 measurement-error 1 chemometrics 1 stochastic-differential-equations 1 probabilistic-programming 1 stochastic-processes 1 3d-models 1 mixture-models 1 parameter-identification 1 uncertainty-quantification 1 control-systems 1 controls 1 data-assimilation 1 estimation 1 extended-kalman-filter 1 gnss 1 guidance-navigation-control 1 parameter-estimation 1 prediction-error-method 1 system-identification 1 tracking 1 unscented-kalman-filter 1 virtual-sensing 1 crop-model 1 crop-modeling 1 dash-app 1 dash-plotly 1 deep-learning 1 generative-neural-network 1 normalising-flows 1 normalizing-flows 1 optuna 1 root-system 1 root-system-architecture 1 simulation-modeling 1 nested-sampling 1 statistical-mechanics 1 statistics 1 low-discrepancy-sequences 1 neural-network 1 hamiltonian-monte-carlo 1 bayesian-optimization 1 sampling 1 htcondor 1 neuron-morphology 1 bioimage-analysis 1 model-averaging 1 inverse-problems 1 hyperparameter-selection 1 workshop-materials 1