sequential-monte-carlo

There are 2 repositories under sequential-monte-carlo topic.

nchopin / particles
Sequential Monte Carlo in python
bayesian-inference kalman-filter particle-filter pmcmc quasi-monte-carlo sequential-monte-carlo smc2
Language:Python 379
LowLevelParticleFilters.jl
baggepinnen / LowLevelParticleFilters.jl
State estimation, smoothing and parameter estimation using Kalman and particle filters.
particle-filter kalman-filter estimation state-estimation control-systems dynamical-systems sequential-monte-carlo bayesian-inference system-identification monte-carlo-methods unscented-kalman-filter extended-kalman-filter parameter-estimation prediction-error-method state-estimation-algorithms state-estimation-filters data-assimilation virtual-sensors controls virtual-sensing
Language:Julia 112
kingaa / pomp
R package for statistical inference using partially observed Markov processes
pomp mathematical-modelling statistical-inference dynamical-systems stochastic-processes state-space markov-model particle-filter likelihood-free likelihood r simulation-modeling time-series abc markov-chain-monte-carlo sequential-monte-carlo sobol-sequence b-spline differential-equations measurement-error
Language:R 107
tingiskhan / pyfilter
Particle filtering and sequential parameter inference in Python
bayesian-inference sequential-monte-carlo time-series pytorch particle-filter
Language:Python 75
SMC.jl
FRBNY-DSGE / SMC.jl
Sequential Monte Carlo algorithm for approximation of posterior distributions.
adaptive-algorithm bayesian-inference econometrics economics mcmc online-algorithms sequential-monte-carlo time-series
Language:Julia 67
TuringLang / AdvancedPS.jl
Implementation of advanced Sequential Monte Carlo and particle MCMC algorithms
particle-filter particle-mcmc sequential-monte-carlo
Language:Julia 55
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
sequential-monte-carlo uppsala-university workshop-materials
Language:Jupyter Notebook 21
probcomp / GenParticleFilters.jl
Building blocks for simple and advanced particle filtering in Gen.
bayesian-inference particle-filter probabilistic-programming sequential-monte-carlo
Language:Julia 19
mukeshramancha / transitional-mcmc
This repo contains the code of Transitional Markov chain Monte Carlo algorithm
bayesian-inference markov-chain-monte-carlo particle-filter sequential-monte-carlo mcmc tmcmc
Language:Python 16
OnlinePhylo / sts
Sequential Tree Sampler for online phylogenetics
phylogenetics sequential-monte-carlo online-algorithms
Language:C++ 16
christophmark / bayesianfridge
Sequential Monte Carlo sampler for PyMC2 models.
inference inference-engine model-selection monte-carlo sequential-monte-carlo
Language:Python 13
neuralyzer / pyabc
pyABC: distributed, likelihood-free inference
python parallel-computing distributed-computing approximate-bayesian-computation sequential-monte-carlo
13
felixleopoldo / trilearn
Bayesian structure learning and classification in decomposable graphical models.
decomposable-graphs decomposable-graphical-models bayesian-statistics markov-networks sequential-monte-carlo log-linear-model covariance-selection gaussian-graphical-models predictive-modeling classification bayesian-inference machine-learning
Language:Python 12
AdrienCorenflos / particle_mala
Gradient-informed particle MCMC methods
mcmc particle-filter particle-mcmc sequential-monte-carlo smc state-space-models
Language:Python 11
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).
bayesian-inference low-discrepancy-sequences mixture-models parameter-identification sequential-monte-carlo uncertainty-quantification
Language:Jupyter Notebook 9
serrsBayes
mooresm / serrsBayes
R package serrsBayes
bayesian sequential-monte-carlo spectroscopy raman chemometrics
Language:R 7
amoretti86 / PSVO
Implementation of Particle Smoothing Variational Objectives
variational-inference sequential-monte-carlo hidden-markov-models
Language:Python 6
enceladus-rex / nasmc
An implementation of Neural Adaptive Sequential Monte Carlo (NASMC) using PyTorch
pytorch sequential-monte-carlo particle-filter neural-network state-estimation
Language:Python 6
miroslavradojevic / pnr
Automated Neuron Reconstruction from 3D Fluorescence Microscopy Images Using Sequential Monte Carlo Estimation
neuron-reconstruction sequential-monte-carlo particle-filter
Language:C++ 6
amoretti86 / phylo
Variational Combinatorial Sequential Monte Carlo methods for Bayesian Phylogenetic Inference
phylogenetics variational-inference sequential-monte-carlo
Language:Python 5
biips / rbiips
R package for Bayesian inference with interacting particle systems
r bugs-language jags biips graphical-models sequential-monte-carlo particle-filter particle-mcmc mcmc-sampler inference-engine bayesian-inference
Language:R 4
tlienart / SMC.jl
Sequential Monte Carlo methods in Julia (experimental)
sequential-monte-carlo bayesian-inference statistics
Language:Julia 4
MauroCE / IntegratorSnippets
Code implementing Integrator Snippets, joint work with Christophe Andrieu and Chang Zhang
bayesian-inference hamiltonian-monte-carlo hmc integrator-snippets machine-learning mcmc sampler sequential-monte-carlo smc statistical-inference
Language:Python 3
SeyedMuhammadHosseinMousavi / Synthetic-Data-Generation-by-Sequential-Monte-Carlo
Synthetic Data Generation by Sequential Monte Carlo (SMC)
sequential-monte-carlo synthetic-data-generation
Language:MATLAB 3
alessandro-viani / ToyExample
Example of an inverse problem where the aim is to reconstruct the parameters of an unknown number of weighted Gaussian function
bayesian-inference hyperparameter-selection inverse-problems model-averaging monte-carlo-methods sequential-monte-carlo
Language:Jupyter Notebook 2
jzhou316 / SMC-KP
Sequential Monte Carlo for Kinetic Prediction of Time-Varying Data Generating Processes
optimal prediction-algorithm sequential-monte-carlo sampling-methods
2
ocbe-uio / elfi
A Python package for likelihood-free inference (LFI) methods such as Approximate Bayesian Computation (ABC)
likelihood-free-inference approximate-bayesian-computation sequential-monte-carlo bayesian-optimization hamiltonian-monte-carlo python-package
Language:Python 2
biips / matbiips
Matlab toolbox for Bayesian inference with interacting particle systems
matlab octave biips inference-engine bugs-language jags graphical-models particle-filter sequential-monte-carlo particle-mcmc mcmc-sampler bayesian-inference
Language:MATLAB 1
i-am-sorri / SESAME_core
sequential-monte-carlo dipole-fitting bayesian-inference bayesian-methods multi-object-tracking
Language:MATLAB 1
jackanth / bethe-faster
A framework for particle identification and energy estimation using a sequential Monte Carlo method
particle-physics particle-filter smc sequential-monte-carlo
Language:C++ 1
manuvazquez / smc_tools
Sequential Monte Carlo Tools
particle-filter sequential-monte-carlo
Language:Python 1
MCS-Quantum / seabed
SEquential Analysis and Bayesian Experimental Design (SEABED) powered by JAX
bayesian-inference jax particle-filter physics quantum sequential-monte-carlo
Language:Python 1
miroslavradojevic / phdthesis
PhD dissertation: Methods for Automated Neuron Image Analysis candidate: Miroslav Radojevic Publisher: Erasmus University ISBN 978-94-6361-204-3
neuron-reconstruction neuron-morphology sequential-monte-carlo bioimage-analysis
Language:TeX 1
voduchuy / StMcmcCme
This repository contains the Python modules and scripts to reproduce the results in the paper "Catanach, Vo, Munsky. IJUQ 2020."
bayesian bayesian-inference chemical-master-equation inference markov-chain-monte-carlo mcmc multifidelity sequential-monte-carlo single-cell-imaging smfish stochastic-reaction-networks
Language:Jupyter Notebook 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.
julia sequential-monte-carlo mcmc-methods
Language:Julia 0
zcaiElvis / SMCRejuvenation
Lightweight Metropolis Hasting as a rejuvenation procedures for particles in Sequential Monte Carlo. Inference in Higher Order Probabilistic Languages with Pytorch
bayesian-inference hoppl sequential-monte-carlo
Language:Jupyter Notebook