Search Results for "approximate bayesian computation matlab"

PyMC3 allows you to write down models using an intuitive syntax to describe a data generating process. Fit your model using gradient-based MCMC algorithms like NUTS, using ADVI for fast approximate inference — including minibatch-ADVI for scaling to large datasets, or using Gaussian processes to build Bayesian nonparametric models. PyMC3 includes a comprehensive set of pre-defined statistical distributions that can be used as model building blocks. Sometimes an unknown parameter or variable...

RStan is the R interface to Stan, a C++ library for statistical modeling and high-performance statistical computation. It lets users specify models in the Stan modeling language (for Bayesian inference), compile them, and perform inference from R. Key inference approaches include full Bayesian inference via Hamiltonian Monte Carlo (specifically the No-U-Turn Sampler, NUTS), approximate Bayesian inference via variational methods, and optimization (penalized likelihood). RStan integrates...

msBayes allows complex and flexible phylogeographic inference. More specifically, you can test the simultaneous divergence (TSD) of multiple population (species) pairs. It uses approximate Bayesian computation (ABC) under a hierarchical model.

... fitting: 1. Full Factorial Design 2. Simple Random Sampling 3. Latin Hypercube Sampling 4. Quasi-Newton Method 5. Simulated Annealing 6. Genetic Algorithm 7. Approximate Bayesian Computation b. Sensitivity Analysis: 1. Local SA 2. Morris Screening 3. DoE 4. Partial (Rank) Correlation Coefficient 5. Standardised (Rank) Regression Coefficient 6. Sobol' 7. eFAST 8. FANOVA Decomposition Have also a look on our other projects: http://www.uni-goettingen.de/de/315075.html

A MATLAB toolbox for approximate Bayesian computation (ABC) in stochastic differential equation models. It performs approximate Bayesian computation for stochastic models having latent dynamics defined by stochastic differential equations (SDEs) and not limited to the "state-space" modelling framework. Both one- and multi-dimensional SDE systems are supported and partially observed systems are easily accommodated. Variance components for the "measurement error" affecting the data...

A library for fast computation of Gauss transforms in multiple dimensions, using the Improved Fast Gauss Transform and Approximate Nearest Neighbor searching. This library is useful for efficient Kernel Density Estimation (KDE) using a Gaussian kernel.