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Published September 14, 2017 | Version v0.6.0
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mschauer/Bridge.jl: Release v0.6.0

  • 1. Leiden University

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 and elliptic.jl in the example directory to verify the correctness of the implementation.
  • Fix: The llikelihood function is missing a factor -1/2 from the former likeliXcirc in SDE.jl, discovered by the method.
  • Add a README.md file describing the examples
  • Better test coverage

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mschauer/Bridge.jl-v0.6.0.zip

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