Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"

R package pmhtutorial available from CRAN.

Accelerating pseudo-marginal Metropolis-Hastings by correlating auxiliary variables

Constructing Metropolis-Hastings proposals using damped BFGS updates

Particle Metropolis-Hastings using gradient and Hessian information

Quasi-Newton particle Metropolis-Hastings

Code skeletons for implementing PMH in MATLAB based on the repo pmh-tutorial