/biips-examples

Examples of biips models

Primary LanguageR

biips-examples

This repository contains several illustrations of the use of Biips software via R and MATLAB.

First, in order to familiarize with the software, we provide a tutorial in three parts:

  • tutorial: Inference on a standard univariate nonlinear non-Gaussian state-space model (aka hidden Markov model).
    • tutorial1: Sequential Monte Carlo (SMC), Particle Independent Metropolis Hastings (PIMH)
    • tutorial2: Sensitivity analysis with SMC, Particle Marginal Metropolis-Hastings (PMMH)
    • tutorial3: Adding a user-defined function

Three additional, realistic applications are then provided:

  • stoch_volatility: (Switching) Stochastic volatility
    • stoch_volatility: Stochastic volatility model
    • switch_stoch_volatility: Switching Stochastic volatility model
    • switch_stoch_volatility_param: Switching Stochastic volatility model with parameter estimation
  • stoch_kinetic: Stochastic kinetic
    • stoch_kinetic: Stochastic kinetic prey-predator model
    • stoch_kinetic_gill: Stochastic kinetic prey-predator model with Gillespie algorithm
  • object_tracking: Object tracking
    • stoch_kinetic: 4-dimensional (2-d position and velicity) radar tracking model