Sequential Monte Carlo#

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

Sequential Monte Carlo based sampling.

(smc_kernels)= 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