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Christian A. Naesseth's Projects

csrankings icon csrankings

A web app for ranking computer science departments according to their research output in selective venues, and for finding active faculty across a wide range of areas.

nestedsmc icon nestedsmc

Implementation of various algorithms in the Nested Sequential Monte Carlo family of methods.

pmmh-correlated2015 icon pmmh-correlated2015

Accelerating pseudo-marginal Metropolis-Hastings by correlating auxiliary variables

pyresampling icon pyresampling

An attempt to provide efficient resampling procedures, using Cython, for sequential Monte Carlo type algorithms, also known as particle filters.

smc-pgm icon smc-pgm

Code implementing sequential Monte Carlo algorithms for probabilistic graphical models described in Naesseth, Lindsten and Schön, "Sequential Monte Carlo for Graphical Models", Advances in Neural Information Processing (NIPS) 27, 2014.

smc2d icon smc2d

Code implementing the algorithms described in C. A. Naesseth, F. Lindsten, T B. Schön, Capacity estimation of two-dimensional channels using Sequential Monte Carlo, Proceedings of the 2014 IEEE Information Theory Workshop.

smcpy icon smcpy

Library for Bayesian inference using sequential Monte Carlo (particle filter, condensation, genetic, ...) methods.

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