Efficient methods for Bayesian inference of state space models
via particle Markov chain Monte Carlo (MCMC) and MCMC based on parallel
importance sampling type weighted estimators
(Vihola, Helske, and Franks, 2020,
type
. Instead of returning joint posterior
samples, run_mcmc can now return only marginal samples of theta, or summary statistics of
the states.sim_states
was removed from the Gaussian MCMC methods.type="theta"
.