nimble

swMATH19270CRANnimbleMaRDI QIDQ31100

MCMC, Particle Filtering, and Programmable Hierarchical Modeling

Duncan Temple Lang, Claudia Wehrhahn Cortes, Perry de Valpine, Cliff Anderson-Bergman, Joshua Hug, Wei Zhang, Paul van Dam-Bates, Christopher Paciorek, Fritz Obermeyer, Abel Rodríguez, Nick Michaud, Daniel Turek, Sally Paganin

Last update: 31 January 2024

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0, 3-clause BSD License, File License

Software version identifier: 0.13.1, 0.13.2, 1.0.0, 0.5, 0.6-1, 0.6-2, 0.6-3, 0.6-4, 0.6-5, 0.6-6, 0.6-7, 0.6-8, 0.6-9, 0.6-10, 0.6-11, 0.6-12, 0.6.13, 0.6, 0.7.0.1, 0.7.0, 0.7.1, 0.8.0, 0.9.0, 0.9.1, 0.10.0, 0.10.1, 0.11.0, 0.11.1, 0.12.0, 0.12.1, 0.12.2, 0.13.0, 1.0.1, 1.1.0

Description

A system for writing hierarchical statistical models largely compatible with 'BUGS' and 'JAGS', writing nimbleFunctions to operate models and do basic R-style math, and compiling both models and nimbleFunctions via custom-generated C++. 'NIMBLE' includes default methods for MCMC, Laplace Approximation, Monte Carlo Expectation Maximization, and some other tools. The nimbleFunction system makes it easy to do things like implement new MCMC samplers from R, customize the assignment of samplers to different parts of a model from R, and compile the new samplers automatically via C++ alongside the samplers 'NIMBLE' provides. 'NIMBLE' extends the 'BUGS'/'JAGS' language by making it extensible: New distributions and functions can be added, including as calls to external compiled code. Although most people think of MCMC as the main goal of the 'BUGS'/'JAGS' language for writing models, one can use 'NIMBLE' for writing arbitrary other kinds of model-generic algorithms as well. A full User Manual is available at <https://r-nimble.org>.

Related Items (41)

Bayesian inference for high-dimensional nonstationary Gaussian processes ⋮ Predicting Home Run Production in Major League Baseball Using a Bayesian Semiparametric Model ⋮ An advanced hidden Markov model for hourly rainfall time series ⋮ Bayesian adjustment for preferential testing in estimating infection fatality rates, as motivated by the COVID-19 pandemic ⋮ Bayesian Estimation for Bivariate Gamma Processes with Copula ⋮ nimbleHMC ⋮ Greater than the sum of its parts: computationally flexible Bayesian hierarchical modeling ⋮ Bayesian analyses of an exponential-Poisson and related zero augmented type models ⋮ Efficient sequential Monte Carlo algorithms for integrated population models ⋮ Automated parameter blocking for efficient Markov chain Monte Carlo sampling ⋮ Using R for Bayesian Spatial and Spatio-Temporal Health Modeling ⋮ Copula particle filters ⋮ Computational Bayesian Statistics ⋮ A multivariate spatiotemporal change-point model of opioid overdose deaths in Ohio ⋮ Spatio-temporal change of support modeling with \texttt{R} ⋮ nimbleNoBounds ⋮ nimbleSCR ⋮ InvStablePrior ⋮ A flexible class of parametric distributions for Bayesian linear mixed models ⋮ nimbleCarbon ⋮ saeHB ⋮ nimbleAPT ⋮ nimbleEcology ⋮ A Hierarchical Framework for Correcting Under-Reporting in Count Data ⋮ bcgam ⋮ Bayesian semiparametric latent variable model with DP prior for joint analysis: Implementation with nimble ⋮ Nested adaptation of MCMC algorithms ⋮ BayesNSGP ⋮ Spatially Dependent Multiple Testing Under Model Misspecification, With Application to Detection of Anthropogenic Influence on Extreme Climate Events ⋮ Mixtures of multivariate restricted skew-normal factor analyzer models in a Bayesian framework ⋮ Bridging randomized controlled trials and single-arm trials using commensurate priors in arm-based network meta-analysis ⋮ Continuous-time discrete-state modeling for deep whale dives ⋮ MSPOCK: alleviating spatial confounding in multivariate disease mapping models ⋮ Bayesian joint analysis using a semiparametric latent variable model with non-ignorable missing covariates for CHNS data ⋮ Stochastic Gradient Markov Chain Monte Carlo ⋮ Time Series Analysis for the State-Space Model with R/Stan ⋮ Improving teeth aesthetics using a spatially shared-parameters model for independent regular lattices ⋮ Bayesian model assessment for jointly modeling multidimensional response data with application to computerized testing ⋮ Rank-normalization, folding, and localization: an improved \(\widehat{R}\) for assessing convergence of MCMC (with Discussion) ⋮ compareMCMCs ⋮ nimbleSMC

This page was built for software: nimble