https://github.com/mjb3/discretepomp.jl

Bayesian inference for Discrete state-space Partially Observed Markov Processes in Julia. See the docs:
https://github.com/mjb3/discretepomp.jl

bayesian-inference julia markov-processes

Last synced: about 2 months ago
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Bayesian inference for Discrete state-space Partially Observed Markov Processes in Julia. See the docs:

• Host: GitHub
• URL: https://github.com/mjb3/discretepomp.jl
• Owner: mjb3
• License: gpl-3.0
• Created: 2021-02-01T22:06:55.000Z (almost 4 years ago)
• Default Branch: main
• Last Pushed: 2021-08-14T19:51:07.000Z (over 3 years ago)
• Last Synced: 2024-11-13T00:06:12.660Z (about 2 months ago)
• Topics: bayesian-inference, julia, markov-processes
• Language: Julia
• Homepage: https://mjb3.github.io/DiscretePOMP.jl/stable/
• Size: 530 KB
• Stars: 3
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# DiscretePOMP.jl

**Bayesian inference for Discrete-state-space Partially Observed Markov Processes in Julia**

![Documentation](https://github.com/mjb3/DiscretePOMP.jl/workflows/Documentation/badge.svg)

![Package tests](https://github.com/mjb3/DiscretePOMP.jl/workflows/Tests/badge.svg)

This package contains tools for Bayesian inference and simulation of DPOMP models. See the [docs][docs].

## Features

- Simulation and

- Bayesian parameter inference for,

- Discrete-state-space Partially Observed Markov Processes, in Julia.

- Includes automated tools for convergence diagnosis and analysis.

### Applications

- Epidemiological modelling (e.g. SEIR models)

- Ecology (e.g. predator-prey dynamics)

- Many other potential use cases, e.g. physics; chemical reactions; social media.

### Algorithms

The package implements several different customisable algorithms for Bayesian parameter inference, including:

- Data-augmented MCMC

- Particle filters (i.e. Sequential Monte Carlo)

- Iterative-batch-importance sampling (e.g. 'SMC^2')

## Getting started

### Package installation

The package is not registered and must be added via the package manager Pkg.

From the Julia REPL type `]` to enter the Pkg mode, and run:

```

pkg> add https://github.com/mjb3/DiscretePOMP.jl

```

### Usage

See the [package documentation][docs] for instructions and examples.

[docs]: https://mjb3.github.io/DiscretePOMP.jl/stable