Implementation of advanced Sequential Monte Carlo and particle MCMC algorithms
50 Stars
Updated Last
7 Months Ago
Started In
September 2019


Stable Dev Build Status Coverage Code Style: Blue

AdvancedPS provides an efficient implementation of common particle based Monte Carlo samplers using the AbstractMCMC interface. The package also relies on Libtask for task manipulation. AdvancedPS is part of the Turing ecosystem.


Inside the Julia REPL

julia>] add AdvancedPS


Detailed examples are available in the documentation


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