LeahPrice

Lecturer at QUT interested in Bayesian computational statistics

Queensland University of TechnologyBrisbane, Australia

Pinned Repositories

AMSI-Winter-School
Materials for the AMSI Winter School
Language:R8 2 02
Bayesian-Synthetic-Likelihood
Code for the Bayesian Synthetic Likelihood paper by Price et al 2016 to appear in JCGS
Language:MATLAB0 1 00
BSL
Bayesian synthetic likelihood (BSL, Price et al (2018)) is an alternative to standard, non-parametric approximate Bayesian computation (ABC). BSL assumes a multivariate normal distribution for the summary statistic likelihood and it is suitable when the distribution of the model summary statistics is sufficiently regular.
Language:R0 1 00
CVBookChapter
Companion code for the Control Variates for MCMC book chapter
Language:R1 2 00
debiasedhmc
Unbiased HMC estimators with couplings
Language:C++0 1 00
IconsForSupportTable
0 2 00
Independent-SMC
Some example code for the paper "Sequential Monte Carlo Samplers with Independent Markov Chain Monte Carlo Proposals"
Language:MATLAB1 1 00
posterior
The posterior R package
Language:R0 0 00
SMC-NS
Unbiased and Consistent Nested Sampling via Sequential Monte Carlo
Language:MATLAB14 4 02
ZVCV
R package for derivative-based variance reduction
Language:C++7 3 02

LeahPrice/SMC-NS
Unbiased and Consistent Nested Sampling via Sequential Monte Carlo
Language:MATLAB14 4 02
LeahPrice/AMSI-Winter-School
Materials for the AMSI Winter School
Language:R8 2 02
LeahPrice/ZVCV
R package for derivative-based variance reduction
Language:C++7 3 02
LeahPrice/CVBookChapter
Companion code for the Control Variates for MCMC book chapter
Language:R1 2 00
LeahPrice/Independent-SMC
Some example code for the paper "Sequential Monte Carlo Samplers with Independent Markov Chain Monte Carlo Proposals"
Language:MATLAB1 1 00
LeahPrice/Bayesian-Synthetic-Likelihood
Code for the Bayesian Synthetic Likelihood paper by Price et al 2016 to appear in JCGS
Language:MATLAB0 1 00
LeahPrice/BSL
Bayesian synthetic likelihood (BSL, Price et al (2018)) is an alternative to standard, non-parametric approximate Bayesian computation (ABC). BSL assumes a multivariate normal distribution for the summary statistic likelihood and it is suitable when the distribution of the model summary statistics is sufficiently regular.
Language:R0 1 00
LeahPrice/debiasedhmc
Unbiased HMC estimators with couplings
Language:C++0 1 00
LeahPrice/IconsForSupportTable
0 2 00
LeahPrice/posterior
The posterior R package
Language:R0 0 00
LeahPrice/rcppsmc
Rcpp bindings for Sequential Monte Carlo
Language:C++0 4 30
LeahPrice/RcppTests
Test Kalman Filter Implementations
Language:R1 0
LeahPrice/SGMTLinear
Sparse multi-task linear regression