nimble
swMATH19270CRANnimbleMaRDI QIDQ31100FDOQ31100
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
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>.
Cited In (41)
- Copula particle filters
- Bayesian analyses of an exponential-Poisson and related zero augmented type models
- nimbleHMC
- nimbleSMC
- Rank-normalization, folding, and localization: an improved \(\widehat{R}\) for assessing convergence of MCMC (with Discussion)
- An advanced hidden Markov model for hourly rainfall time series
- Spatio-temporal change of support modeling with \texttt{R}
- A flexible class of parametric distributions for Bayesian linear mixed models
- Mixtures of multivariate restricted skew-normal factor analyzer models in a Bayesian framework
- Time Series Analysis for the State-Space Model with R/Stan
- Bayesian joint analysis using a semiparametric latent variable model with non-ignorable missing covariates for CHNS data
- Improving teeth aesthetics using a spatially shared-parameters model for independent regular lattices
- Continuous-time discrete-state modeling for deep whale dives
- Stochastic Gradient Markov Chain Monte Carlo
- A Hierarchical Framework for Correcting Under-Reporting in Count Data
- A multivariate spatiotemporal change-point model of opioid overdose deaths in Ohio
- Bayesian adjustment for preferential testing in estimating infection fatality rates, as motivated by the COVID-19 pandemic
- Predicting Home Run Production in Major League Baseball Using a Bayesian Semiparametric Model
- Using R for Bayesian Spatial and Spatio-Temporal Health Modeling
- Greater than the sum of its parts: computationally flexible Bayesian hierarchical modeling
- Bayesian inference for high-dimensional nonstationary Gaussian processes
- BayesNSGP
- Nested adaptation of MCMC algorithms
- Efficient sequential Monte Carlo algorithms for integrated population models
- Spatially Dependent Multiple Testing Under Model Misspecification, With Application to Detection of Anthropogenic Influence on Extreme Climate Events
- nimbleNoBounds
- Bayesian semiparametric latent variable model with DP prior for joint analysis: Implementation with nimble
- Bayesian model assessment for jointly modeling multidimensional response data with application to computerized testing
- Bayesian Estimation for Bivariate Gamma Processes with Copula
- nimbleSCR
- InvStablePrior
- Computational Bayesian Statistics
- nimbleCarbon
- saeHB
- nimbleAPT
- nimbleEcology
- Bridging randomized controlled trials and single-arm trials using commensurate priors in arm-based network meta-analysis
- Automated parameter blocking for efficient Markov chain Monte Carlo sampling
- bcgam
- MSPOCK: alleviating spatial confounding in multivariate disease mapping models
- compareMCMCs
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