Biips logo

Logo design: Timothée Del Moral

What is Biips?

Biips is a general software for Bayesian inference with interacting particle systems, a.k.a. sequential Monte Carlo (SMC) methods. It aims at popularizing the use of these methods to non-statistician researchers and students, thanks to its automated “black box” inference engine.

It borrows from the BUGS/JAGS software, widely used in Bayesian statistics, the statistical modeling with graphical models and the language associated with their descriptions.

Features

  • BUGS language compatible
  • SMC techniques for filtering and smoothing
  • Static parameter estimation using particle MCMC
  • Core developped in C++
  • R, Matlab/Octave interfaces
  • Easy language extensions with custom R and Matlab functions
  • Multi-platform: Linux, Windows, Mac
  • Free and open source (GPL)


Download the latest version

News

  • Date: may 22, 2015
  • Location: Basel, Switzerland
  • Link: BAYES2015
  • Download: Slides

BAYES 2015

We will present Biips at the BAYES 2015 meeting.

2015/05/27 16:05 · Adrien Todeschini

Biips paper available on arXiv

2014/12/16 15:59 · Adrien Todeschini

Biips v0.10.0 released

2014/12/16 15:57 · Adrien Todeschini
  • Date: november 28, 2014
  • Location: Montpellier, France
  • Link: AppliBUGS
  • Download: Slides

AppliBUGS

We will present Biips at the AppliBUGS meeting.

2014/11/10 12:33 · Adrien Todeschini

Probabilistic Programming Reading Group at the University of Oxford

We presented Biips at Oxford PPRG.

2014/11/10 12:27 · Adrien Todeschini

COMPSTAT 2014

We are invited in the Applied Bayesian Statistics session organized by Anne Philippe.

2014/08/29 23:29

Fifth IMS-ISBA joint meeting MCMSki IV

We will participate to a session focused on Recent Developments in Software for MCMC (and SMC).

Abstract of the session:

This invited panel features four leading researchers working on software development for Bayesian computation. Each panelist will highlight their particular software, including its history, development, and relative strengths and weaknesses. Looking forward, panelists will discuss and debate the future of Bayesian computation and software development, including challenges, opportunities and bottlenecks. Emphasis throughout will be on simplifying and automating the implementation of Monte Carlo methods, with an eye towards scalability to larger and more complex models and data.

Speakers:

  • Andrew Thomas, University of Helsinki, Finland; Developer of BUGS
  • Martyn Plummer, International Agency for Research on Cancer, France; Developer of JAGS
  • Bob Carpenter, Columbia University, USA; Developer of STAN
  • Adrien Todeschini, INRIA Bordeaux, France; Developer of Biips
2014/08/29 23:29
  • Date: october 10-12, 2012
  • Location: Ecole Polytechnique, Palaiseau, France
  • Link: SMCMESF

Workshop Sequential Monte Carlo methods and Efficient simulation in Finance

We will give a talk about Biips software and examples of application to financial econometrics.

2014/08/29 23:28

Rencontres R 2012 Bordeaux

We will give a talk about Biips software and its R interface.

2014/08/29 23:28

ISBA 2012 World Meeting

We will present a poster of Biips software.

2014/08/29 23:27