bonStats / smcdar

Data and code to accompany paper "Accelerating sequential Monte Carlo with surrogate likelihoods"

Code to accompany paper "Accelerating sequential Monte Carlo with surrogate likelihoods"

Cite as: Bon, J.J., Lee, A. & Drovandi, C. Accelerating sequential Monte Carlo with surrogate likelihoods. Statistics and Computing 31, 62 (2021). https://doi.org/10.1007/s11222-021-10036-4

Link to arxiv: https://arxiv.org/abs/2009.03699

• Corresponding Author: Joshua J Bon
• Web: http://joshuabon.com
• Github: https://github.com/bonStats/smcdar

Install package

This repository is a set up as an R package and can be installed using the following commands:

remotes::install_github("nielsrhansen/expoRkit")

remotes::install_github("bonStats/smcdar", dependencies = T)

Examples from paper

The biased normal and whittle likelihood examples from the paper can be found in the analysis/ directory.