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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 10

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