Sequential Monte Carlo#

sample_smc([draws, kernel, start, model, ...])

Sequential Monte Carlo based sampling.

SMC kernels#

SMC_KERNEL([draws, start, model, ...])

Base class for the Sequential Monte Carlo kernels.

IMH(*args[, correlation_threshold])

Independent Metropolis-Hastings SMC_kernel

MH(*args[, correlation_threshold])

Metropolis-Hastings SMC_kernel