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@JuliaDiffusionBayes

JuliaDiffusionBayes

A suite of Julia packages for performing Bayesian inference for diffusion processes.

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  1. DiffusionDefinition.jl DiffusionDefinition.jl Public

    Structured way of defining diffusion processes

    Julia 2 4

  2. GuidedProposals.jl GuidedProposals.jl Public

    Implementation of Guided Proposals (introduced by M Schauer, F van der Meulen, H van Zanten)

    Julia 1

  3. ExtensibleMCMC.jl ExtensibleMCMC.jl Public

    Stem of the MCMC algorithm with all the necessities you don't want to write yourself

    Julia

  4. ObservationSchemes.jl ObservationSchemes.jl Public

    Systematic way of defining observation schemes for stochastic processes

    Julia

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