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-            <p class="ext-nav-link" id="library-handler">Library API</p>
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 <div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href="../">AdvancedPS</a></span></div><form class="docs-search" action="../search/"><input class="docs-search-query" id="documenter-search-query" name="q" type="text" placeholder="Search docs"/></form><ul class="docs-menu"><li><a class="tocitem" href="../">Home</a></li><li class="is-active"><a class="tocitem" href>API</a><ul class="internal"><li><a class="tocitem" href="#Samplers"><span>Samplers</span></a></li><li><a class="tocitem" href="#Resampling"><span>Resampling</span></a></li><li><a class="tocitem" href="#RNG"><span>RNG</span></a></li><li><a class="tocitem" href="#Internals"><span>Internals</span></a></li></ul></li><li><span class="tocitem">Examples</span><ul><li><a class="tocitem" href="../example/">Examples</a></li><li><a class="tocitem" href="../examples/gaussian-process/">Gaussian Process State-Space Model (GP-SSM)</a></li><li><a class="tocitem" href="../examples/gaussian-ssm/">Particle Gibbs for Gaussian state-space model</a></li><li><a class="tocitem" href="../examples/levy-ssm/">Levy-SSM latent state inference</a></li><li><a class="tocitem" href="../examples/particle-gibbs/">Particle Gibbs for non-linear models</a></li></ul></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><nav class="breadcrumb"><ul class="is-hidden-mobile"><li class="is-active"><a href>API</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>API</a></li></ul></nav><div class="docs-right"><a class="docs-edit-link" href="https://github.com/TuringLang/AdvancedPS.jl/blob/master/docs/src/api.md" title="Edit on GitHub"><span class="docs-icon fab"></span><span class="docs-label is-hidden-touch">Edit on GitHub</span></a><a class="docs-settings-button fas fa-cog" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-sidebar-button fa fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a></div></header><article class="content" id="documenter-page"><h1 id="API"><a class="docs-heading-anchor" href="#API">API</a><a id="API-1"></a><a class="docs-heading-anchor-permalink" href="#API" title="Permalink"></a></h1><h2 id="Samplers"><a class="docs-heading-anchor" href="#Samplers">Samplers</a><a id="Samplers-1"></a><a class="docs-heading-anchor-permalink" href="#Samplers" title="Permalink"></a></h2><p>AdvancedPS introduces a few samplers extending <a href="https://github.com/TuringLang/AbstractMCMC.jl">AbstractMCMC</a>. The <code>sample</code> method expects a custom type that subtypes <code>AbstractMCMC.AbstractModel</code>. The available samplers are listed below:</p><h3 id="SMC"><a class="docs-heading-anchor" href="#SMC">SMC</a><a id="SMC-1"></a><a class="docs-heading-anchor-permalink" href="#SMC" title="Permalink"></a></h3><article class="docstring"><header><a class="docstring-binding" id="AdvancedPS.SMC" href="#AdvancedPS.SMC"><code>AdvancedPS.SMC</code></a> — <span class="docstring-category">Type</span></header><section><div><pre><code class="language-julia hljs">SMC(n[, resampler = ResampleWithESSThreshold()])
 SMC(n, [resampler = resample_systematic, ]threshold)</code></pre><p>Create a sequential Monte Carlo (SMC) sampler with <code>n</code> particles.</p><p>If the algorithm for the resampling step is not specified explicitly, systematic resampling is performed if the estimated effective sample size per particle drops below 0.5.</p></div><a class="docs-sourcelink" target="_blank" href="https://github.com/TuringLang/AdvancedPS.jl/blob/61d8e85e1cbb99584308fb5b5b42d3979ca17796/src/smc.jl#L6-L14">source</a></section></article><p>The SMC sampler populates a set of particles in a <a href="#AdvancedPS.ParticleContainer"><code>AdvancedPS.ParticleContainer</code></a> and performs a <a href="#AdvancedPS.sweep!"><code>AdvancedPS.sweep!</code></a> which  propagates the particles and provides an estimation of the log-evidence</p><pre><code class="language-julia hljs">sampler = SMC(nparticles) 
 chains = sample(model, sampler)</code></pre><h3 id="Particle-Gibbs"><a class="docs-heading-anchor" href="#Particle-Gibbs">Particle Gibbs</a><a id="Particle-Gibbs-1"></a><a class="docs-heading-anchor-permalink" href="#Particle-Gibbs" title="Permalink"></a></h3><article class="docstring"><header><a class="docstring-binding" id="AdvancedPS.PG" href="#AdvancedPS.PG"><code>AdvancedPS.PG</code></a> — <span class="docstring-category">Type</span></header><section><div><pre><code class="language-julia hljs">PG(n, [resampler = ResampleWithESSThreshold()])

dev/example/index.html

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             <a class="ext-nav-link" href="https://turinglang.org/docs/tutorials/00-introduction/">Tutorials</a>
         </li>
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-            <p class="ext-nav-link" id="library-handler">Library API</p>
+            <p class="ext-nav-link" id="library-handler">Libraries</p>
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                 <ul>
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 <div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href="../">AdvancedPS</a></span></div><form class="docs-search" action="../search/"><input class="docs-search-query" id="documenter-search-query" name="q" type="text" placeholder="Search docs"/></form><ul class="docs-menu"><li><a class="tocitem" href="../">Home</a></li><li><a class="tocitem" href="../api/">API</a></li><li><span class="tocitem">Examples</span><ul><li class="is-active"><a class="tocitem" href>Examples</a></li><li><a class="tocitem" href="../examples/gaussian-process/">Gaussian Process State-Space Model (GP-SSM)</a></li><li><a class="tocitem" href="../examples/gaussian-ssm/">Particle Gibbs for Gaussian state-space model</a></li><li><a class="tocitem" href="../examples/levy-ssm/">Levy-SSM latent state inference</a></li><li><a class="tocitem" href="../examples/particle-gibbs/">Particle Gibbs for non-linear models</a></li></ul></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><nav class="breadcrumb"><ul class="is-hidden-mobile"><li><a class="is-disabled">Examples</a></li><li class="is-active"><a href>Examples</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>Examples</a></li></ul></nav><div class="docs-right"><a class="docs-edit-link" href="https://github.com/TuringLang/AdvancedPS.jl/blob/master/docs/src/example.md" title="Edit on GitHub"><span class="docs-icon fab"></span><span class="docs-label is-hidden-touch">Edit on GitHub</span></a><a class="docs-settings-button fas fa-cog" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-sidebar-button fa fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a></div></header><article class="content" id="documenter-page"><h1 id="Examples"><a class="docs-heading-anchor" href="#Examples">Examples</a><a id="Examples-1"></a><a class="docs-heading-anchor-permalink" href="#Examples" title="Permalink"></a></h1><p>The following pages walk you through some examples using AdvancedPS and the Turing ecosystem.</p></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../api/">« API</a><a class="docs-footer-nextpage" href="../examples/gaussian-process/">Gaussian Process State-Space Model (GP-SSM) »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.25 on <span class="colophon-date" title="Thursday 4 July 2024 14:06">Thursday 4 July 2024</span>. Using Julia version 1.10.4.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
 

dev/examples/gaussian-process/index.html

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             <a class="ext-nav-link" href="https://turinglang.org/docs/tutorials/00-introduction/">Tutorials</a>
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-            <p class="ext-nav-link" id="library-handler">Library API</p>
+            <p class="ext-nav-link" id="library-handler">Libraries</p>
             <div class="ext-dropdown" id="ext-dropdown-items">
                 <ul>
                     <li class="ext-dropdown-item-heading">Modellinglanguages</li>
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 <div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href="../../">AdvancedPS</a></span></div><form class="docs-search" action="../../search/"><input class="docs-search-query" id="documenter-search-query" name="q" type="text" placeholder="Search docs"/></form><ul class="docs-menu"><li><a class="tocitem" href="../../">Home</a></li><li><a class="tocitem" href="../../api/">API</a></li><li><span class="tocitem">Examples</span><ul><li><a class="tocitem" href="../../example/">Examples</a></li><li class="is-active"><a class="tocitem" href>Gaussian Process State-Space Model (GP-SSM)</a></li><li><a class="tocitem" href="../gaussian-ssm/">Particle Gibbs for Gaussian state-space model</a></li><li><a class="tocitem" href="../levy-ssm/">Levy-SSM latent state inference</a></li><li><a class="tocitem" href="../particle-gibbs/">Particle Gibbs for non-linear models</a></li></ul></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><nav class="breadcrumb"><ul class="is-hidden-mobile"><li><a class="is-disabled">Examples</a></li><li class="is-active"><a href>Gaussian Process State-Space Model (GP-SSM)</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>Gaussian Process State-Space Model (GP-SSM)</a></li></ul></nav><div class="docs-right"><a class="docs-edit-link" href="https://github.com/TuringLang/AdvancedPS.jl/blob/master/examples/gaussian-process/script.jl" title="Edit on GitHub"><span class="docs-icon fab"></span><span class="docs-label is-hidden-touch">Edit on GitHub</span></a><a class="docs-settings-button fas fa-cog" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-sidebar-button fa fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a></div></header><article class="content" id="documenter-page"><h1 id="Gaussian-Process-State-Space-Model-(GP-SSM)"><a class="docs-heading-anchor" href="#Gaussian-Process-State-Space-Model-(GP-SSM)">Gaussian Process State-Space Model (GP-SSM)</a><a id="Gaussian-Process-State-Space-Model-(GP-SSM)-1"></a><a class="docs-heading-anchor-permalink" href="#Gaussian-Process-State-Space-Model-(GP-SSM)" title="Permalink"></a></h1><pre><code class="language-julia hljs">using LinearAlgebra
 using Random
 using AdvancedPS

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-            <p class="ext-nav-link" id="library-handler">Library API</p>
+            <p class="ext-nav-link" id="library-handler">Libraries</p>
             <div class="ext-dropdown" id="ext-dropdown-items">
                 <ul>
                     <li class="ext-dropdown-item-heading">Modellinglanguages</li>
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 <div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href="../../">AdvancedPS</a></span></div><form class="docs-search" action="../../search/"><input class="docs-search-query" id="documenter-search-query" name="q" type="text" placeholder="Search docs"/></form><ul class="docs-menu"><li><a class="tocitem" href="../../">Home</a></li><li><a class="tocitem" href="../../api/">API</a></li><li><span class="tocitem">Examples</span><ul><li><a class="tocitem" href="../../example/">Examples</a></li><li><a class="tocitem" href="../gaussian-process/">Gaussian Process State-Space Model (GP-SSM)</a></li><li class="is-active"><a class="tocitem" href>Particle Gibbs for Gaussian state-space model</a></li><li><a class="tocitem" href="../levy-ssm/">Levy-SSM latent state inference</a></li><li><a class="tocitem" href="../particle-gibbs/">Particle Gibbs for non-linear models</a></li></ul></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><nav class="breadcrumb"><ul class="is-hidden-mobile"><li><a class="is-disabled">Examples</a></li><li class="is-active"><a href>Particle Gibbs for Gaussian state-space model</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>Particle Gibbs for Gaussian state-space model</a></li></ul></nav><div class="docs-right"><a class="docs-edit-link" href="https://github.com/TuringLang/AdvancedPS.jl/blob/master/examples/gaussian-ssm/script.jl" title="Edit on GitHub"><span class="docs-icon fab"></span><span class="docs-label is-hidden-touch">Edit on GitHub</span></a><a class="docs-settings-button fas fa-cog" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-sidebar-button fa fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a></div></header><article class="content" id="documenter-page"><h1 id="Particle-Gibbs-for-Gaussian-state-space-model"><a class="docs-heading-anchor" href="#Particle-Gibbs-for-Gaussian-state-space-model">Particle Gibbs for Gaussian state-space model</a><a id="Particle-Gibbs-for-Gaussian-state-space-model-1"></a><a class="docs-heading-anchor-permalink" href="#Particle-Gibbs-for-Gaussian-state-space-model" title="Permalink"></a></h1><pre><code class="language-julia hljs">using AdvancedPS
 using Random
 using Distributions

dev/examples/levy-ssm/index.html

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-            <p class="ext-nav-link" id="library-handler">Library API</p>
+            <p class="ext-nav-link" id="library-handler">Libraries</p>
             <div class="ext-dropdown" id="ext-dropdown-items">
                 <ul>
                     <li class="ext-dropdown-item-heading">Modellinglanguages</li>
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     });
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 <div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href="../../">AdvancedPS</a></span></div><form class="docs-search" action="../../search/"><input class="docs-search-query" id="documenter-search-query" name="q" type="text" placeholder="Search docs"/></form><ul class="docs-menu"><li><a class="tocitem" href="../../">Home</a></li><li><a class="tocitem" href="../../api/">API</a></li><li><span class="tocitem">Examples</span><ul><li><a class="tocitem" href="../../example/">Examples</a></li><li><a class="tocitem" href="../gaussian-process/">Gaussian Process State-Space Model (GP-SSM)</a></li><li><a class="tocitem" href="../gaussian-ssm/">Particle Gibbs for Gaussian state-space model</a></li><li class="is-active"><a class="tocitem" href>Levy-SSM latent state inference</a></li><li><a class="tocitem" href="../particle-gibbs/">Particle Gibbs for non-linear models</a></li></ul></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><nav class="breadcrumb"><ul class="is-hidden-mobile"><li><a class="is-disabled">Examples</a></li><li class="is-active"><a href>Levy-SSM latent state inference</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>Levy-SSM latent state inference</a></li></ul></nav><div class="docs-right"><a class="docs-edit-link" href="https://github.com/TuringLang/AdvancedPS.jl/blob/master/examples/levy-ssm/script.jl" title="Edit on GitHub"><span class="docs-icon fab"></span><span class="docs-label is-hidden-touch">Edit on GitHub</span></a><a class="docs-settings-button fas fa-cog" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-sidebar-button fa fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a></div></header><article class="content" id="documenter-page"><h1 id="Levy-SSM-latent-state-inference"><a class="docs-heading-anchor" href="#Levy-SSM-latent-state-inference">Levy-SSM latent state inference</a><a id="Levy-SSM-latent-state-inference-1"></a><a class="docs-heading-anchor-permalink" href="#Levy-SSM-latent-state-inference" title="Permalink"></a></h1><pre><code class="language-julia hljs">using AdvancedPS: SSMProblems
 using AdvancedPS
 using Random