Software

Actively developed

• particles: Sequential Monte Carlo python library; implements all the methods described in the book. Check the documentation on readthedocs. (See in particular the notebook tutorials).

Older software

Software developed by me and/or co-authors for various previous papers:

• cabsde (python): Computational aspects of Bayesian spectral density estimation.

• py-smc2 (python): Pierre Jacob’s implementation of SMC^2.

• truncgauss (python + C): Fast simulation of Truncated Gaussian distribution, see also Vincent Mazet’s Matlab implementation.

• ep-abc (matlab): EP-ABC (jointly written with Simon Barthelmé).