On the Stability of Sequential Monte Carlo Methods in High Dimensions

21 March 2011

Papers citing "On the Stability of Sequential Monte Carlo Methods in High Dimensions"

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Title
$Rare event ABC-SMC$^{2}$$ Rare event ABC-SMC $^{2}$ Ivis Kerama Thomas Thorne R. Everitt 18 0 0 03 Nov 2022
RNN with Particle Flow for Probabilistic Spatio-temporal Forecasting Soumyasundar Pal Liheng Ma Yingxue Zhang Mark J. Coates BDL AI4TS 31 22 0 10 Jun 2021
Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo W. van den Boom Ajay Jasra M. De Iorio A. Beskos J. Eriksson 34 9 0 09 Mar 2021
A unified performance analysis of likelihood-informed subspace methods Tiangang Cui X. Tong 23 26 0 07 Jan 2021
An invitation to sequential Monte Carlo samplers Chenguang Dai J. Heng Pierre E. Jacob N. Whiteley 52 65 0 23 Jul 2020
Spectral Gap of Replica Exchange Langevin Diffusion on Mixture Distributions Jing-rong Dong Xin T. Tong 19 9 0 29 Jun 2020
On the utility of Metropolis-Hastings with asymmetric acceptance ratio Christophe Andrieu Arnaud Doucet S. Yıldırım Nicolas Chopin 11 17 0 26 Mar 2018
Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals A. Beskos Ajay Jasra K. Law Youssef Marzouk Yan Zhou 20 40 0 15 Mar 2017
Bayesian Probabilistic Numerical Methods Jon Cockayne Chris J. Oates T. Sullivan Mark Girolami 19 164 0 13 Feb 2017
High-dimensional Filtering using Nested Sequential Monte Carlo C. A. Naesseth Fredrik Lindsten Thomas B. Schon 35 22 0 29 Dec 2016
Sequential Monte Carlo with transformations R. Everitt Richard Culliford F. Medina-Aguayo Daniel J. Wilson 38 14 0 20 Dec 2016
Particle Filtering with Invertible Particle Flow Yunpeng Li Mark J. Coates 26 63 0 29 Jul 2016
Multilevel Sequential Monte Carlo Samplers for Normalizing Constants P. Del Moral Ajay Jasra K. Law Yan Zhou 25 30 0 03 Mar 2016
Sequential Monte Carlo Methods for Bayesian Elliptic Inverse Problems A. Beskos Ajay Jasra Ege A. Muzaffer Andrew M. Stuart 26 72 0 15 Dec 2014
A Stable Particle Filter in High-Dimensions A. Beskos Dan Crisan Ajay Jasra K. Kamatani Yan Zhou 40 35 0 11 Dec 2014
Nested particle filters for online parameter estimation in discrete-time state-space Markov models Dan Crisan Joaquín Míguez 38 91 0 08 Aug 2013
Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A case study for the Navier-Stokes equations N. Kantas A. Beskos Ajay Jasra 46 100 0 23 Jul 2013
On the Convergence of Adaptive Sequential Monte Carlo Methods A. Beskos Ajay Jasra N. Kantas Alexandre Hoang Thiery 38 92 0 27 Jun 2013
A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic models E. Koblents Joaquín Míguez 29 77 0 28 Aug 2012
Sharp failure rates for the bootstrap particle filter in high dimensions Peter J. Bickel Bo Li T. Bengtsson 69 199 0 21 May 2008