On Disturbance State-Space Models and the Particle Marginal Metropolis-Hastings Sampler

28 February 2012

Papers citing "On Disturbance State-Space Models and the Particle Marginal Metropolis-Hastings Sampler"

10 / 10 papers shown

Title
Differentiable Particle Filtering via Entropy-Regularized Optimal Transport Adrien Corenflos James Thornton George Deligiannidis Arnaud Doucet OT 41 66 0 15 Feb 2021
Parameter elimination in particle Gibbs sampling A. Wigren Riccardo Sven Risuleo Lawrence M. Murray Fredrik Lindsten 27 15 0 30 Oct 2019
Probabilistic programming for birth-death models of evolution using an alive particle filter with delayed sampling J. Kudlicka Lawrence M. Murray F. Ronquist Thomas B. Schon 23 10 0 10 Jul 2019
Sequential Monte Carlo Methods in the nimble R Package Nick Michaud P. de Valpine Daniel Turek C. Paciorek D. Nguyen 31 6 0 17 Mar 2017
On parameter estimation with the Wasserstein distance Espen Bernton H. Shakespeare Mathieu Gerber Christian P. Robert 39 77 0 18 Jan 2017
$Bayesian inference in non-Markovian state-space models with applications to fractional order systems$ Bayesian inference in non-Markovian state-space models with applications to fractional order systems Pierre E. Jacob S. Alavi A. Mahdi S. Payne David A. Howey 23 21 0 28 Jan 2016
Particle ancestor sampling for near-degenerate or intractable state transition models Fredrik Lindsten P. Bunch Sumeetpal S. Singh Thomas B. Schon 16 18 0 23 May 2015
Sequential Monte Carlo with Highly Informative Observations P. Del Moral Lawrence M. Murray 27 50 0 16 May 2014
Particle Gibbs with Ancestor Sampling Fredrik Lindsten Michael I. Jordan Thomas B. Schon 63 250 0 03 Jan 2014
Bayesian State-Space Modelling on High-Performance Hardware Using LibBi Lawrence M. Murray 44 112 0 14 Jun 2013