Master’s thesis: Particle Markov Chain Monte Carlo

I wrote my Master’s thesis on the topic of Particle Markov Chain Monte Carlo (PMCMC) methods, which are used for Bayesian inference in state space models.

Click here to view the thesis

Alongside the thesis, I also developed an R package called bayesSSM, which implements PMCMC methods for state space models. The package is available on CRAN and can be installed using the following command:

install.packages("bayesSSM")

View it on GitHub here.