R-universe search: topic:markov-chain-monte-carlo

Showing 7 of total 7 results (show query)

stan-dev

cmdstanr:R Interface to 'CmdStan'

A lightweight interface to 'Stan' <https://mc-stan.org>. The 'CmdStanR' interface is an alternative to 'RStan' that calls the command line interface for compilation and running algorithms instead of interfacing with C++ via 'Rcpp'. This has many benefits including always being compatible with the latest version of Stan, fewer installation errors, fewer unexpected crashes in RStudio, and a more permissive license.

Maintained by Andrew Johnson. Last updated 10 months ago.

bayes bayesian markov-chain-monte-carlo maximum-likelihood mcmc stan variational-inference

145 stars 12.27 score 5.2k scripts 9 dependents

kingaa

pomp:Statistical Inference for Partially Observed Markov Processes

Tools for data analysis with partially observed Markov process (POMP) models (also known as stochastic dynamical systems, hidden Markov models, and nonlinear, non-Gaussian, state-space models). The package provides facilities for implementing POMP models, simulating them, and fitting them to time series data by a variety of frequentist and Bayesian methods. It is also a versatile platform for implementation of inference methods for general POMP models.

Maintained by Aaron A. King. Last updated 9 days ago.

abc b-spline differential-equations dynamical-systems iterated-filtering likelihood likelihood-free markov-chain-monte-carlo markov-model mathematical-modelling measurement-error particle-filter sequential-monte-carlo simulation-based-inference sobol-sequence state-space statistical-inference stochastic-processes time-series openblas

114 stars 11.74 score 1.3k scripts 4 dependents

uscbiostats

fmcmc:A friendly MCMC framework

Provides a friendly (flexible) Markov Chain Monte Carlo (MCMC) framework for implementing Metropolis-Hastings algorithm in a modular way allowing users to specify automatic convergence checker, personalized transition kernels, and out-of-the-box multiple MCMC chains using parallel computing. Most of the methods implemented in this package can be found in Brooks et al. (2011, ISBN 9781420079425). Among the methods included, we have: Haario (2001) <doi:10.1007/s11222-011-9269-5> Adaptive Metropolis, Vihola (2012) <doi:10.1007/s11222-011-9269-5> Robust Adaptive Metropolis, and Thawornwattana et al. (2018) <doi:10.1214/17-BA1084> Mirror transition kernels.

Maintained by George Vega Yon. Last updated 2 years ago.

adaptive bayesian-inference markov-chain-monte-carlo mcmc metropolis-hastings parallel-computing

16 stars 6.79 score 86 scripts 1 dependents

helske

bssm:Bayesian Inference of Non-Linear and Non-Gaussian State Space Models

Efficient methods for Bayesian inference of state space models via Markov chain Monte Carlo (MCMC) based on parallel importance sampling type weighted estimators (Vihola, Helske, and Franks, 2020, <doi:10.1111/sjos.12492>), particle MCMC, and its delayed acceptance version. Gaussian, Poisson, binomial, negative binomial, and Gamma observation densities and basic stochastic volatility models with linear-Gaussian state dynamics, as well as general non-linear Gaussian models and discretised diffusion models are supported. See Helske and Vihola (2021, <doi:10.32614/RJ-2021-103>) for details.

Maintained by Jouni Helske. Last updated 7 months ago.

bayesian-inference cpp markov-chain-monte-carlo particle-filter state-space time-series openblas cpp openmp

42 stars 6.43 score 11 scripts

alxsrobert

o2geosocial:Reconstruction of Transmission Chains from Surveillance Data

Bayesian reconstruction of who infected whom during past outbreaks using routinely-collected surveillance data. Inference of transmission trees using genotype, age specific social contacts, distance between cases and onset dates of the reported cases. (Robert A, Kucharski AJ, Gastanaduy PA, Paul P, Funk S. (2020) <doi:10.1098/rsif.2020.0084>).

Maintained by Alexis Robert. Last updated 9 months ago.

baysian-inference markov-chain-monte-carlo transmission-chain-reconstruction cpp

8 stars 4.90 score 5 scripts

louisaslett

PhaseType:Inference for Phase-Type Distributions

Functions to perform Bayesian inference on absorption time data for Phase-type distributions. The methods of Bladt et al (2003) <doi:10.1080/03461230110106435> and Aslett (2012) <https://www.louisaslett.com/PhD_Thesis.pdf> are provided.

Maintained by Louis Aslett. Last updated 7 months ago.

markov-chain-monte-carlo openblas

3.18 score 8 scripts 1 dependents

abmantz

rgw:Goodman-Weare Affine-Invariant Sampling

Implementation of the affine-invariant method of Goodman & Weare (2010) <DOI:10.2140/camcos.2010.5.65>, a method of producing Monte-Carlo samples from a target distribution.

Maintained by Adam Mantz. Last updated 2 years ago.

markov-chain-monte-carlo statistics

2 stars 3.00 score 2 scripts