Section: Software

BiiPS software

BiiPS is a general software, developped by Adrien Todeschini, 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.

It borrows from the BUGS/JAGS software, widely used in Bayesian statistics, the statistical modeling with graphical models and the language associated with their descriptions.

Unlike MCMC methods used by BUGS/JAGS, SMC methods are more adapted to dynamic problems (tracking, signal filtering, etc).

A beta version of the software can be downloaded from the website of the BiiPS project . This software has been presented at the international workshop BayesComp in Kyoto, the international conference ISBA in Tokyo, the conference on Premières Rencontres R in Bordeaux, and the international workshop on efficient simulation in finance in Paris.