https://github.com/bonStats/smcdar

Data and code to accompany paper "Accelerating sequential Monte Carlo with surrogate likelihoods"
https://github.com/bonStats/smcdar

delayed-acceptance mcmc smc surrogate-models

Last synced: about 2 months ago
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Data and code to accompany paper "Accelerating sequential Monte Carlo with surrogate likelihoods"

• Host: GitHub
• URL: https://github.com/bonStats/smcdar
• Owner: bonStats
• License: gpl-3.0
• Created: 2019-04-16T03:13:06.000Z (over 5 years ago)
• Default Branch: master
• Last Pushed: 2021-10-14T03:54:13.000Z (almost 3 years ago)
• Last Synced: 2024-07-04T02:18:57.412Z (3 months ago)
• Topics: delayed-acceptance, mcmc, smc, surrogate-models
• Language: R
• Homepage: https://arxiv.org/abs/2009.03699
• Size: 308 KB
• Stars: 2
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE.md

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README

        
## 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.