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https://github.com/bonstats/smcdar

Data and code to accompany paper "Accelerating sequential Monte Carlo with surrogate likelihoods"

https://github.com/bonstats/smcdar

Science Score: 23.0%

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    CITATION.cff file
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    codemeta.json file
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    .zenodo.json file
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    Found 2 DOI reference(s) in README
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    Academic publication links
    Links to: arxiv.org
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    Low similarity (5.3%) to scientific vocabulary

Keywords

delayed-acceptance mcmc smc surrogate-models
Last synced: 9 months ago · JSON representation

Repository

Data and code to accompany paper "Accelerating sequential Monte Carlo with surrogate likelihoods"

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delayed-acceptance mcmc smc surrogate-models
Created about 7 years ago · Last pushed over 4 years ago
Metadata Files
Readme License

README.md

Code to accompany paper "Accelerating sequential Monte Carlo with surrogate likelihoods"

Cite as: Bon, J.J., Lee, A. & Drovandi, C. Accelerating sequential Monte Carlo with surrogate likelihoods. Statistics and Computing 31, 62 (2021). https://doi.org/10.1007/s11222-021-10036-4

Link to arxiv: https://arxiv.org/abs/2009.03699

  • Corresponding Author: Joshua J Bon
  • Web: http://joshuabon.com
  • Github: https://github.com/bonStats/smcdar

Install package

This repository is a set up as an R package and can be installed using the following commands:

remotes::install_github("nielsrhansen/expoRkit")

remotes::install_github("bonStats/smcdar", dependencies = T)

Examples from paper

The biased normal and whittle likelihood examples from the paper can be found in the analysis/ directory.

Owner

  • Name: Joshua Bon
  • Login: bonStats
  • Kind: user
  • Location: Meanjin / Brisbane
  • Company: Queensland University of Technology

Research statistician. Computation and a lot of dabbling. Centre for Data Science, Queensland University of Technology

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Dependencies

DESCRIPTION cran
  • MASS * imports
  • Matrix * imports
  • Rcpp * imports
  • deSolve * imports
  • expm * imports
  • expoRkit * imports
  • fpc * imports
  • memoise * imports
  • methods * imports
  • purrr * imports
  • stats * imports
  • testthat * suggests