Team, Visitors, External Collaborators
Overall Objectives
Research Program
Application Domains
New Software and Platforms
New Results
Bilateral Contracts and Grants with Industry
Partnerships and Cooperations
XML PDF e-pub
PDF e-Pub

Section: New Software and Platforms


Bayesian Inference with Interacting Particle Systems

Keyword: Bayesian estimation

Functional Description: 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.