A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic models

28 August 2012

Papers citing "A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic models"

31 / 31 papers shown

Title
Stochastic mirror descent for nonparametric adaptive importance sampling Pascal Bianchi B. Delyon Victor Priser François Portier 34 2 0 20 Sep 2024
Doubly Adaptive Importance Sampling W. van den Boom Andrea Cremaschi Alexandre H. Thiery 26 0 0 29 Apr 2024
Conditional Normalizing Flows for Active Learning of Coarse-Grained Molecular Representations Henrik Schopmans Pascal Friederich AI4CE 33 1 0 02 Feb 2024
Variational autoencoder with weighted samples for high-dimensional non-parametric adaptive importance sampling J. Demange-Chryst François Bachoc Jérome Morio Timothé Krauth 27 2 0 13 Oct 2023
Insight from the Kullback--Leibler divergence into adaptive importance sampling schemes for rare event analysis in high dimension Jason Beh Yonatan Shadmi Florian Simatos 10 1 0 28 Sep 2023
Regularized Rényi divergence minimization through Bregman proximal gradient algorithms Thomas Guilmeau Émilie Chouzenoux Victor Elvira 37 3 0 09 Nov 2022
Hamiltonian Adaptive Importance Sampling Ali Mousavi R. Monsefi Victor Elvira 33 13 0 27 Sep 2022
Flow Annealed Importance Sampling Bootstrap Laurence Illing Midgley Vincent Stimper G. Simm Bernhard Schölkopf José Miguel Hernández-Lobato 38 77 0 03 Aug 2022
Accelerating inference for stochastic kinetic models Tom Lowe Andrew Golightly Chris Sherlock 16 5 0 06 Jun 2022
Tempered, Anti-trunctated, Multiple Importance Sampling Grégoire Aufort Pierre Pudlo D. Burgarella 19 0 0 03 May 2022
Adaptive Importance Sampling meets Mirror Descent: a Bias-variance tradeoff Anna Korba Franccois Portier 31 12 0 29 Oct 2021
A Survey of Monte Carlo Methods for Parameter Estimation D. Luengo Luca Martino M. Bugallo Victor Elvira S. Särkkä 23 154 0 25 Jul 2021
Advances in Importance Sampling Victor Elvira Luca Martino AI4TS 56 103 0 10 Feb 2021
Parameter inference for a stochastic kinetic model of expanded polyglutamine proteins Holly F. Fisher R. Boys Colin S. Gillespie C. Proctor Andrew Golightly 6 0 0 16 Sep 2020
Exact Bayesian inference for discretely observed Markov Jump Processes using finite rate matrices Chris Sherlock Andrew Golightly 15 3 0 16 Dec 2019
Rethinking the Effective Sample Size Victor Elvira Luca Martino Christian P. Robert 21 67 0 11 Sep 2018
External Patch-Based Image Restoration Using Importance Sampling Milad Niknejad J. Bioucas-Dias Mário A. T. Figueiredo 21 8 0 09 Jul 2018
Robust Covariance Adaptation in Adaptive Importance Sampling Yousef El-Laham Victor Elvira M. Bugallo 21 17 0 31 May 2018
Correlated pseudo-marginal schemes for time-discretised stochastic kinetic models Andrew Golightly E. Bradley Tom Lowe Colin S. Gillespie 26 12 0 20 Feb 2018
Marginal sequential Monte Carlo for doubly intractable models R. Everitt D. Prangle Philip Maybank M. Bell 14 8 0 12 Oct 2017
A probabilistic scheme for joint parameter estimation and state prediction in complex dynamical systems Sara Pérez-Vieites I. P. Mariño Joaquín Míguez 16 16 0 11 Aug 2017
Class-specific image denoising using importance sampling Milad Niknejad J. Bioucas-Dias Mário A. T. Figueiredo DiffM 28 8 0 21 Jun 2017
Multiplex decomposition of non-Markovian dynamics and the hidden layer reconstruction problem L. Lacasa I. P. Mariño Joaquín Míguez V. Nicosia E. Roldán Ana Lisica S. Grill J. Gómez-Gardenes 6 22 0 12 May 2017
Analysis of a nonlinear importance sampling scheme for Bayesian parameter estimation in state-space models Joaquín Míguez I. P. Mariño M. A. Vázquez 8 11 0 10 Feb 2017
Heretical Multiple Importance Sampling Victor Elvira Luca Martino D. Luengo M. Bugallo 30 38 0 15 Sep 2016
Improving Population Monte Carlo: Alternative Weighting and Resampling Schemes Victor Elvira Luca Martino D. Luengo M. Bugallo 23 84 0 10 Jul 2016
An iterative importance sampler for Bayesian parameter estimation in stochastic models of multicellular clocks I. P. Mariño Joaquín Míguez A. Zaikin 6 0 0 12 Dec 2015
Adapting the Number of Particles in Sequential Monte Carlo Methods through an Online Scheme for Convergence Assessment Victor Elvira Joaquín Míguez P. Djuric 11 70 0 16 Sep 2015
Adaptive, delayed-acceptance MCMC for targets with expensive likelihoods Chris Sherlock Andrew Golightly D. Henderson 23 55 0 01 Sep 2015
Pareto Smoothed Importance Sampling Aki Vehtari Daniel Simpson Andrew Gelman Yuling Yao Jonah Gabry 29 236 0 09 Jul 2015
Nested particle filters for online parameter estimation in discrete-time state-space Markov models Dan Crisan Joaquín Míguez 38 91 0 08 Aug 2013