Sequential Monte Carlo Python Packages

smcx

Sequential inference for state-space models in JAX: Kalman-family filters and smoothers, and SMC methods including particle filters, tempered SMC, and SMC².

particles

Sequential Monte Carlo in python

baysil

Bayesian Sequential Inference Library for State-Space Models

grainlearning

A Bayesian uncertainty quantification toolbox for discrete and continuum numerical models of granular materials, developed by various projects of the University of Twente (NL), the Netherlands eScience Center (NL), University of Newcastle (AU), and Hiroshima University (JP).

trilearn

Bayesian structure learning and classification in decomposable graphical models.

pysips

A symbolic regression tool designed to work with noisy data

smcjax

Sequential inference for state-space models in JAX: Kalman-family filters and smoothers, and SMC methods including particle filters, tempered SMC, and SMC².

bayesianfridge

Sequential Monte Carlo sampler for PyMC2 models.