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Charles Knipp edited this page Feb 17, 2022
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A sequence of various function Pawel uses to generate a sample of parameters via a random walk, as well as calculations aiding in the MH steps.
An outline of Duan and Fulop's algorithm presented in their eponymous 2015 paper. Furthermore, this page discusses the issues presented in my version of the algorithm that prevent it from producing expected results.
A Julia flavored pseudocode that describes Chopin's SMC^2 algorithm. While the actual implementation is not perfect, this outline accurately describes the algorithm introduced in the original paper published in 2013.