SMCComponents

A comprehensive toolbox for executing Sequential Monte Carlo (SMC) methods

SMCComponents contains a number of core components for executing Sequential Monte Carlo methods

Installing SMCComponents

To install SMCComponents, follow these steps:

pip install git+https://github.com/UoL-SignalProcessingGroup/SMCComponents.git

To install SMCComponents in development mode, follow these steps:

git clone https://github.com/UoL-SignalProcessingGroup/SMCComponents

pip install -e SMCComponents

Using SMCComponents

A number of example problems are provided in the examples folder.

Contributing to SMCComponents

To contribute to SMCComponents, follow these steps:

1. Fork this repository.
2. Create a branch: git checkout -b <branch_name>.
3. Make your changes and commit them: git commit -m '<commit_message>'
4. Push to the original branch: git push origin <project_name>/<location>
5. Create the pull request.

Alternatively see the GitHub documentation on creating a pull request.

Usage, Citation and Licensing

Published in: Algorithms

This software is licensed under Eclipse Public License 2.0. See LICENSE for more details.

This software is property of University of Liverpool and any requests for the use of the software for commercial use or other use outside of the Eclipse Public License should be made to University of Liverpool.

If you use this software please cite the publication:

A. Varsi, S. Maskell, and P. G. Spirakis, ‘An O(log2N) Fully-Balanced Resampling Algorithm for Particle Filters on Distributed Memory Architectures’, Algorithms, vol. 14, no. 12, Art. no. 12, Dec. 2021, doi: 10.3390/a14120342.

Patent filed here

A. Varsi & S. Maskell, Method of Parallel Implementation in Distributed Memory Architectures, University of Liverpool, Patent Request GB2101274.5, 29 Jan 2021

Copyright (c) 2023, University of Liverpool.