Baytes.jl

Mar 1, 2022
Code

Baytes.jl is a package to perform Bayesian inference. It consists of several sub-libraries, such as BaytesMCMC.jl, BaytesFilters.jl, BaytesPMCMC.jl and BaytesSMC.jl, and provides an interface to combine kernels from these packages. Check it out here.

Bayesian Statistics Markov Chain Monte Carlo Parameter Estimation
Patrick Aschermayr
Patrick Aschermayr
Quantitative Researcher at Brevan Howard

Seeking a challenging and research-driven environment where I can develop and make a meaningful contribution.