Biips: Software for Bayesian Inference with Interacting Particle Systems

By Adrien Todeschini, F. Caron, Marc Fuentes, Pierrick Legrand, Pierre Del Moral. 2014

26 citations recorded by the source corpus.

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.

Subfields: Artificial Intelligence, Probabilistic & Bayesian Methods

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In Artificial Intelligence

  1. Yura N. Perov
  2. Brooks Paige
  3. Frank D. Wood
  4. Thomas Bo Schön
  5. Daniel Lundén
  6. Jan Kudlicka
  7. David Broman
  8. Lawrence M. Murray

In Probabilistic & Bayesian Methods

  1. Yura N. Perov
  2. Frank D. Wood
  3. Brooks Paige
  4. Thomas Bo Schön
  5. Daniel Lundén
  6. Jan Kudlicka
  7. David Broman
  8. Lawrence M. Murray

Citations in the corpus