Biips: Software for Bayesian Inference with Interacting Particle Systems
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
| dc.contributor.author | TODESCHINI, Adrien | |
| hal.structure.identifier | Department of Statistics [Oxford] | |
| dc.contributor.author | CARON, Francois | |
| hal.structure.identifier | Service Expérimentation et Développement [Bordeaux] [SED] | |
| dc.contributor.author | FUENTES, Marc | |
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | LEGRAND, Pierrick | |
| hal.structure.identifier | University of New South Wales [Sydney] [UNSW] | |
| dc.contributor.author | DEL MORAL, Pierre | |
| dc.date.accessioned | 2024-04-04T03:19:49Z | |
| dc.date.available | 2024-04-04T03:19:49Z | |
| dc.date.created | 2014 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/194542 | |
| dc.description.abstractEn | 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. | |
| dc.language.iso | en | |
| dc.title.en | Biips: Software for Bayesian Inference with Interacting Particle Systems | |
| dc.type | Document de travail - Pré-publication | |
| dc.subject.hal | Statistiques [stat]/Calcul [stat.CO] | |
| dc.subject.hal | Informatique [cs]/Recherche d'information [cs.IR] | |
| dc.identifier.arxiv | 1412.3779 | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| hal.identifier | hal-01096065 | |
| hal.version | 1 | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-01096065v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.au=TODESCHINI,%20Adrien&CARON,%20Francois&FUENTES,%20Marc&LEGRAND,%20Pierrick&DEL%20MORAL,%20Pierre&rft.genre=preprint |
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