However, this book also clearly shows that the underlying backward simulation idea is by no means restricted to SSMs. Furthermore, backward simulation plays an important role in recent developments of ...

For this purpose, a trans-dimensional Bayesian Markov chain Monte Carlo (MCMC) algorithm is developed for assessing frequency-domain electromagnetic (FDEM) data acquired from airborne or ground-based ...

Simulates continuous distributions of random vectors using Markov chain Monte Carlo (MCMC). Users specify the distribution by an R function that evaluates the unnormalized density. Algorithms are ...

This is a Matlab library implementing sequential Monte Carlo (aka particle filtering and smoothing) as well as particle Markov chain Monte Carlo (PMCMC) methods. The library exclusively makes use of ...

Unlike standard Markov chain Monte Carlo (MCMC) techniques, the SMC algorithm is well suited for parallel computing.

We document the accuracy of the likelihood approximation and embed it into a particle Markov chain Monte Carlo algorithm to conduct Bayesian estimation. Compared with a standard bootstrap particle ...