2014/12/11 by Adrien Todeschini, François Caron, Todeschini, Adrien +7 · 1 citation
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Bayesian Modeling and Causal Inference #Computation (stat.CO) #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #stat.CO
paper · pdf · doi:10.48550/arxiv.1412.3779
arxiv created 2014/12/11 · openalex publication_date 2014/12/11 · arxiv updated 2014/12/12 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
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.