[pomp-announce] version 0.30-1 released

Aaron A. King kingaa at umich.edu
Tue Jun 29 15:57:53 CEST 2010


pomp now includes an implementation of the approximate Bayesian Sequential 
Monte Carlo algorithm of Liu & West (Liu, J. & West, M. (2001) Combining 
Parameter and State Estimation in Simulation-Based Filtering in Doucet, A.; de 
Freitas, N. & Gordon, N. J. (eds.) Sequential Monte Carlo Methods in Practice, 
Springer, New York, pp. 197--224).  This algorithm is implemented in the 
method 'bsmc': see 'help(bsmc)' for details.  Thanks to Matt Ferrari and 
Michael Lavine for the implementation.



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