
dlm
 Referenced in 32 articles
[sw04503]
 models are reminded, and Markov chain Monte Carlo methods are presented. Chapter ... inference. The last chapter is on sequential Monte Carlo methods...

LibBi
 Referenced in 15 articles
[sw19384]
 with them. The focus is on sequential Monte Carlo (SMC) methods such as the particle...

vSMC
 Referenced in 7 articles
[sw19386]
 vSMC: Parallel Sequential Monte Carlo in C++. Sequential Monte Carlo is a family of algorithms ... researchers though conceptually appealing, especially for sequential Monte Carlo related fields. A C++ template library ... purpose of implementing general sequential Monte Carlo algorithms on parallel hardware. Two examples are presented...

SMCTC
 Referenced in 7 articles
[sw19395]
 SMCTC: Sequential Monte Carlo in C++. Sequential Monte Carlo methods are a very general class ... Monte Carlo methods for sampling from sequences of distributions. Simple examples of these algorithms ... convenient implementation of very general Sequential Monte Carlo algorithms is presented. Two example applications...

Blaise
 Referenced in 8 articles
[sw29867]
 Markov chain Monte Carlo (MCMC) and sequential Monte Carlo (particle filtering). Several other features...

MCFDR
 Referenced in 7 articles
[sw11180]
 Sequential Monte Carlo multiple testing. Motivation: In molecular biology, as in many other scientific fields ... analyses is ever increasing. Often, complex Monte Carlo simulation is required, sometimes within a large ... false discovery rate (FDR) modulated sequential Monte Carlo (MC) multiple hypothesis testing. The algorithm iterates ... tests. MC sampling is stopped either by sequential MC or based on a threshold...

DeCo
 Referenced in 5 articles
[sw24120]
 Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox. This paper presents ... DeCo which applies banks of parallel sequential Monte Carlo algorithms to filter the timevarying...

Biips
 Referenced in 5 articles
[sw19385]
 within this language. Then it runs sequential Monte Carlo based algorithms (particle filters, particle independent...

trng
 Referenced in 10 articles
[sw07529]
 random number generator library for sequential and parallel Monte Carlo simulations. Its design principles ... been subjected to thorough statistical tests in sequential and parallel setups...

dynaTree
 Referenced in 4 articles
[sw07923]
 learning and design Inference by sequential Monte Carlo for dynamic tree regression and classification models...

RcppSMC
 Referenced in 2 articles
[sw19387]
 package RcppSMC: Rcpp Bindings for Sequential Monte Carlo. R access to the Sequential Monte Carlo...

astroABC
 Referenced in 3 articles
[sw24736]
 astroABC : An Approximate Bayesian Computation Sequential Monte Carlo sampler for cosmological parameter estimation...

smcDE
 Referenced in 2 articles
[sw42600]
 Adaptive semiparametric Bayesian differential equations via sequential Monte Carlo. Nonlinear differential equations (DEs) are used ... numerical solvers can be avoided. A sequential Monte Carlo algorithm in the annealing framework...

chopthin
 Referenced in 3 articles
[sw26338]
 step in particle filtering and in sequential Monte Carlo. This package implements the chopthin resampler...

QuickMMCTest
 Referenced in 4 articles
[sw20749]
 thus often approximated using Monte Carlo tests such as permutation tests or bootstrap tests. This ... main feature is to sequentially allocate Monte Carlo effort, generating more Monte Carlo samples...

SMC
 Referenced in 1 article
[sw24867]
 package SMC: Sequential Monte Carlo (SMC) Algorithm. particle filtering, auxiliary particle filtering and sequential Monte...

BFL
 Referenced in 1 article
[sw15150]
 Extended) Kalman Filters, Particle Filters (or Sequential Monte Carlo methods), etc. Click below to read ... Extended) Kalman Filters, Particle Filters (or Sequential Monte Carlo methods), etc. These algorithms...

SISTOS
 Referenced in 1 article
[sw14820]
 Sequential Monte Carlo sampling in hidden Markov models of nonlinear dynamical systems. We investigate ... dimensionality and complexity of the problem, sequential Monte Carlo (SMC) methods are used. We investigate...

dclone
 Referenced in 15 articles
[sw23656]
 Monte Carlo methods as described in Solymos 2010 (R Journal 2(2):29–37). Sequential...

abcpmc
 Referenced in 1 article
[sw39935]
 Monte Carlo (PMC) implementation based on Sequential Monte Carlo (SMC) with Particle Filtering techniques...