particles

Sequential Monte Carlo in python.

Modules

particles.binary_smc	SMC samplers for binary spaces.
particles.collectors	Objects that collect summaries at each iteration of a SMC algorithm.
particles.core	Core module.
particles.datasets	Where datasets live.
particles.distributions	Probability distributions as Python objects.
particles.hilbert	Hilbert curve and its inverse, in any dimension.
particles.hmm	Baum-Welch filter/smoother for hidden Markov models.
particles.kalman	Basic implementation of the Kalman filter (and smoother).
particles.mcmc	MCMC (Markov chain Monte Carlo) and related algorithms.
particles.nested	Nested sampling (vanilla and SMC).
particles.resampling	Resampling and related numerical algorithms.
particles.rqmc	Randomised quasi-Monte Carlo sequences.
particles.smc_samplers	Classical and waste-free SMC samplers.
particles.smoothing	Off-line particle smoothing algorithms.
particles.state_space_models	State-space models as Python objects.
particles.utils	Non-numerical utilities (notably for parallel computation).
particles.variance_estimators	Single-run variance estimators.
particles.variance_mcmc	MCMC variance estimators.