What is Biips?

Biips is a general software for Bayesian inference with interacting particle systems, a.k.a. sequential Monte Carlo (SMC) methods. It aims at popularizing the use of these methods to non-statistician researchers and students, thanks to its automated “black box” inference engine.

It borrows from the BUGS/JAGS software, widely used in Bayesian statistics, the statistical modeling with graphical models and the language associated with their descriptions.

Features

• BUGS language compiler adapted from JAGS
• SMC techniques for filtering and smoothing
• Static parameter estimation using particle MCMC
• Core developped in C++
• R, Matlab/Octave interfaces
• Easy language extensions with custom R and Matlab functions
• Multi-platform: Linux, Windows, Mac
• Free and open source (GPL)

Download the latest version

News

• May 27, 2015

  BAYES 2015

• Dec 16, 2014

  Biips paper available on arXiv

• Dec 16, 2014

  Biips v0.10.0 released

• Nov 10, 2014

  AppliBUGS

• Nov 10, 2014

  Probabilistic Programming Reading Group at the University of Oxford

• Aug 29, 2014

  Fifth IMS-ISBA joint meeting MCMSki IV

• Aug 9, 2014

  COMPSTAT 2014

• Sep 29, 2012

  Workshop Sequential Monte Carlo methods and Efficient simulation in Finance

• Jun 29, 2012

  Rencontres R 2012 Bordeaux

• Jun 9, 2012

  ISBA 2012 World Meeting

• Jun 9, 2012

  BayesComp 2012

• Mar 29, 2012

  Rencontres Inria Industries Finance