Biips: Software for Bayesian Inference with Interacting Particle Systems - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Preprints, Working Papers, ... Year : 2014

Biips: Software for Bayesian Inference with Interacting Particle Systems

Abstract

Biips is a software platform for automatic Bayesian inference with interacting particle systems. Biips allows users to define their statistical model in the probabilistic programming BUGS language, as well as to add custom functions or samplers within this language. Then it runs sequential Monte Carlo based algorithms (particle filters, particle independent Metropolis-Hastings, particle marginal Metropolis-Hastings) in a black-box manner so that to approximate the posterior distribution of interest as well as the marginal likelihood. The software is developed in C++ with interfaces with the softwares R, Matlab and Octave.
Fichier principal
Vignette du fichier
1412.3779v1.pdf (1.48 Mo) Télécharger le fichier
Origin : Files produced by the author(s)
Loading...

Dates and versions

hal-01096065 , version 1 (19-12-2014)

Identifiers

Cite

Adrien Todeschini, Francois Caron, Marc Fuentes, Pierrick Legrand, Pierre del Moral. Biips: Software for Bayesian Inference with Interacting Particle Systems. 2014. ⟨hal-01096065⟩

Collections

CNRS INRIA INRIA2
185 View
311 Download

Altmetric

Share

Gmail Facebook X LinkedIn More