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Pinned

  1. pmh-tutorial pmh-tutorial Public

    Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"

    R 25 11

  2. pmmh-qn pmmh-qn Public

    Correlated pseudo-marginal Metropolis-Hastings using quasi-Newton proposals

    Python 1

  3. pmmh-correlated2015 pmmh-correlated2015 Public

    Accelerating pseudo-marginal Metropolis-Hastings by correlating auxiliary variables

    Python 3 2

  4. barx-sysid2018 barx-sysid2018 Public

    Sparse Bayesian ARX models with flexible noise distributions

    R 6 2