sequince documentation

sequince provides modular building blocks for assembling Sequential Monte Carlo (SMC) algorithms for Bayesian inference, particle filtering, and related sequential methods.

Contents

• Getting started
  • Installation
  • Quick start
  • Meta data & shared context
• User guide
  • Configuring the runner
  • BlackJAX mutation
  • Working with particle state
  • Incorporating observations
  • Custom steps and callbacks
• Checkpointing
  • Configuring a checkpoint writer
  • What is saved
  • Resuming a run
  • Stateful steps
  • Result history
  • HDF5 layout
  • Loading trusted files
• Examples
• API reference
  • Core modules
  • SMC steps
  • Utilities

Indices and tables

• Index

• Module Index

• Search Page