Julia package (by Anthony Lee)
implementing coupled conditional particle filters (for unbiased smoothing)
as discussed in arXiv:1806.05852.
Julia codes implementing an adaptive tolerance ABC-MCMC with
post-correction, as described in the related paper
R package (by Jouni
Helske) for Bayesian Inference of State Space Models,
implementing estimators described in arXiv:1609.02541.
C++ implementation of unbiased multilevel Monte Carlo estimators
for diffusion expectations, as described in the paper.
Matlab codes implementing the adaptive parallel tempering
algorithm(s) on the experiments described in the related paper
Simple Matlab reference implementation of the robust adaptive
Metropolis algorithm described in the paper
implementation of several adaptive random-walk Metropolis
algorithms on graphical models (or Bayesian networks), with models
defined in Lua
(and optionally partly in C).