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57 followers · 5 following · 10

Pinned

  1. pmh-tutorial

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

    R 18 8

  2. pmmh-qn

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

    Python 1

  3. pmmh-correlated2015

    Accelerating pseudo-marginal Metropolis-Hastings by correlating auxiliary variables

    Python 1 1

  4. barx-sysid2018

    Sparse Bayesian ARX models with flexible noise distributions

    R 4 1

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January - July 2020

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