W-Mohammed / Intro-PMCMC

Endo A. et al., "Introduction to the particle Markov-chain Monte Carlo." Epidemics, 2019.

Introduction to Particle Markov chain Monte Carlo (PMCMC)

Supplementary materials related to Endo et al. "Introduction to particle Markov-chain Monte Carlo for disease dynamics modellers" (https://doi.org/10.1016/j.epidem.2019.100363).

Main files

• rwmodel.Rmd/.html

  Rmarkdown to reproduce the random-walk model example described in Section 2.1 of the paper.

• pmcmcTutorial.Rmd/.html

  Quick overview of PMCMC with a few examples, including the Read-Frost model example (Section 3.1) in the paper.

• dureauLibbi.Rmd/.html

  Dureau model example (Section 3.2) in the paper.

Licence

MIT

Authors

Akira Endo, Edwin van Leeuwen, Marc Baguelin