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February 7, 2014 · 8:00 am

Sequential Monte Carlo in PyMC?

I’ve been reading about Sequential Monte Carlo recently, and I think it will fit well into the PyMC3 framework. I will give it a try when I have a free minute, but maybe someone else will be inspired to try it first. This paper includes some pseudocode.

smc

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← IHME Seminar: Bayesian reconstruction: estimating past populations and vital rates by age with uncertainty in a variety of data-quality contexts
IHME Seminar: Unifying the Counterfactual and Graphical Approaches to Causality via Single World Intervention Graphs (SWIGs) →

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