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20082026
most citedOn the ergodicity of the adaptive Metropolis algorithm on unbounded domains

70 citations · 315 across the 30 of their papers we have counts for

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stat.CO2021★ 10 cited

bssm: Bayesian Inference of Non-linear and Non-Gaussian State Space Models in R

Jouni Helske, Matti Vihola

We present an R package bssm for Bayesian non-linear/non-Gaussian state space modelling. Unlike the existing packages, bssm allows for easy-to-use approximate inference based on Ga…