Published September 14, 2017
| Version v0.6.0
Software
Open
mschauer/Bridge.jl: Release v0.6.0
Description
This release contains a much improved implementation of guided proposals, which adopt a new interface. The corresponding improvements for partial guided bridges are postponed for the next release, so they still use the old interface.
- New scripts
hypo.jl
andelliptic.jl
in the example directory to verify the correctness of the implementation. - Fix: The
llikelihood
function is missing a factor-1/2
from the formerlikeliXcirc
inSDE.jl
, discovered by the method. - Add a README.md file describing the examples
- Better test coverage
Files
mschauer/Bridge.jl-v0.6.0.zip
Files
(162.4 kB)
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Additional details
Related works
- Is supplement to
- https://github.com/mschauer/Bridge.jl/tree/v0.6.0 (URL)