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.
- 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)
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