Section: New Software and Platforms

biips

Bayesian Inference with Interacting Particle Systems

Keyword: Bayesian estimation

Functional Description: Biips is a software platform for automatic Bayesian inference with interacting particle systems. Biips allows users to define their statistical model in the probabilistic programming BUGS language, as well as to add custom functions or samplers within this language. Then it runs sequential Monte Carlo based algorithms (particle filters, particle independent Metropolis-Hastings, particle marginal Metropolis-Hastings) in a black-box manner so that to approximate the posterior distribution of interest as well as the marginal likelihood. The software is developed in C++ with interfaces with the softwares R, Matlab and Octave.

• Participants: Adrien Todeschini, François Caron, Pierre Del Moral and Pierrick Legrand

• Contact: Adrien Todeschini

• URL: http://biips.gforge.inria.fr