On the Convergence of Adaptive Sequential Monte Carlo Methods

27 June 2013

A. Beskos

Ajay Jasra

N. Kantas

Alexandre Hoang Thiery

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Papers citing "On the Convergence of Adaptive Sequential Monte Carlo Methods"

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Title
Adaptive reduced tempering For Bayesian inverse problems and rare event simulation Frédéric Cérou P. Héas Mathias Rousset 23 0 0 24 Oct 2024
Persistent Sampling: Enhancing the Efficiency of Sequential Monte Carlo M. Karamanis U. Seljak 36 0 0 30 Jul 2024
Markovian Flow Matching: Accelerating MCMC with Continuous Normalizing Flows A. Cabezas Louis Sharrock Christopher Nemeth 34 1 0 23 May 2024
Doubly Adaptive Importance Sampling W. van den Boom Andrea Cremaschi Alexandre H. Thiery 26 0 0 29 Apr 2024
PASOA- PArticle baSed Bayesian Optimal Adaptive design Jacopo Iollo Christophe Heinkelé Pierre Alliez Florence Forbes 21 1 0 11 Feb 2024
Self-reinforced polynomial approximation methods for concentrated probability densities Tiangang Cui S. Dolgov O. Zahm 27 5 0 05 Mar 2023
Tensor-train methods for sequential state and parameter learning in state-space models Yiran Zhao Tiangang Cui 24 2 0 24 Jan 2023
Bayesian score calibration for approximate models Joshua J. Bon D. Warne David J. Nott Christopher C. Drovandi 29 3 0 10 Nov 2022
Finite Sample Complexity of Sequential Monte Carlo Estimators on Multimodal Target Distributions Joseph Mathews S. Schmidler 6 7 0 13 Aug 2022
Tempered, Anti-trunctated, Multiple Importance Sampling Grégoire Aufort Pierre Pudlo D. Burgarella 14 0 0 03 May 2022
Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models Andras Fulop J. Heng Junye Li 34 1 0 04 Jan 2022
Generalized Transitional Markov Chain Monte Carlo Sampling Technique for Bayesian Inversion Han Lu Mohammad Khalil T. Catanach Jiefu Chen Xuqing Wu Xin Fu C. Safta Yueqin Huang 17 0 0 03 Dec 2021
Adaptation of the Tuning Parameter in General Bayesian Inference with Robust Divergence S. Yonekura S. Sugasawa 27 23 0 13 Jun 2021
Annealed Flow Transport Monte Carlo Michael Arbel A. G. Matthews Arnaud Doucet 36 69 0 15 Feb 2021
Accelerating sequential Monte Carlo with surrogate likelihoods Joshua J. Bon Anthony Lee Christopher C. Drovandi 11 19 0 08 Sep 2020
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
Generalized Parallel Tempering on Bayesian Inverse Problems J. Latz Juan P. Madrigal-Cianci F. Nobile Raúl Tempone 19 16 0 06 Mar 2020
Schrödinger Bridge Samplers Espen Bernton J. Heng Arnaud Doucet Pierre E. Jacob 22 23 0 31 Dec 2019
Stochastic Gradient Annealed Importance Sampling for Efficient Online Marginal Likelihood Estimation Scott A. Cameron H. Eggers Steve Kroon 18 1 0 17 Nov 2019
Variance Estimation in Adaptive Sequential Monte Carlo Qiming Du A. Guyader 21 6 0 30 Sep 2019
Sequential Ensemble Transform for Bayesian Inverse Problems Aaron Myers Alexandre Hoang Thiery Kainan Wang T. Bui-Thanh 31 5 0 20 Sep 2019
Multilevel Sequential Importance Sampling for Rare Event Estimation Fabian Wagner J. Latz I. Papaioannou E. Ullmann 18 20 0 17 Sep 2019
Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo Dan Li A. Clements Christopher C. Drovandi 16 16 0 10 Jun 2019
Vector operations for accelerating expensive Bayesian computations -- a tutorial guide D. Warne Scott A. Sisson Christopher Drovandi Queensland University of Technology 13 4 0 25 Feb 2019
Adaptive Tuning Of Hamiltonian Monte Carlo Within Sequential Monte Carlo Alexander K. Buchholz Nicolas Chopin Pierre E. Jacob 27 33 0 23 Aug 2018
Global consensus Monte Carlo Lewis J. Rendell A. M. Johansen Anthony Lee N. Whiteley 24 39 0 24 Jul 2018
A practical example for the non-linear Bayesian filtering of model parameters Matthieu Bulté J. Latz E. Ullmann 18 1 0 23 Jul 2018
Unbiased and Consistent Nested Sampling via Sequential Monte Carlo R. Salomone Leah F. South A. M. Johansen Christopher C. Drovandi Dirk P. Kroese 26 34 0 10 May 2018
Subsampling Sequential Monte Carlo for Static Bayesian Models David Gunawan Khue-Dung Dang M. Quiroz Robert Kohn Minh-Ngoc Tran 19 49 0 08 May 2018
Bayesian parameter identification in Cahn-Hilliard models for biological growth Christian Kahle K. F. Lam J. Latz E. Ullmann 21 22 0 08 May 2018
Finite Sample Complexity of Sequential Monte Carlo Estimators J. Marion Joseph Mathews S. Schmidler 16 6 0 25 Mar 2018
Particle Filtering for Stochastic Navier-Stokes Signal Observed with Linear Additive Noise Francesc Pons Llopis N. Kantas A. Beskos Ajay Jasra 18 22 0 12 Oct 2017
$Multilevel Sequential${}^2$ Monte Carlo for Bayesian Inverse Problems$ Multilevel Sequential ${}^2$ Monte Carlo for Bayesian Inverse Problems J. Latz I. Papaioannou E. Ullmann 19 41 0 27 Sep 2017
Controlled Sequential Monte Carlo J. Heng A. Bishop George Deligiannidis Arnaud Doucet 14 69 0 28 Aug 2017
Advanced Multilevel Monte Carlo Methods Ajay Jasra K. Law C. Suciu 30 14 0 24 Apr 2017
Learning of state-space models with highly informative observations: a tempered Sequential Monte Carlo solution Andreas Svensson Thomas B. Schon Fredrik Lindsten 16 17 0 06 Feb 2017
Monte Carlo Confidence Sets for Identified Sets Xiaohong Chen T. Christensen E. Tamer 22 92 0 02 May 2016
Rare Event Simulation and Splitting for Discontinuous Random Variables Clément Walter 78 5 0 03 Jul 2015
Biased Online Parameter Inference for State-Space Models Yan Zhou Ajay Jasra 38 9 0 01 Mar 2015
Particle Metropolis-adjusted Langevin algorithms Christopher Nemeth Chris Sherlock Paul Fearnhead 33 24 0 23 Dec 2014
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
Fluctuation Analysis of Adaptive Multilevel Splitting Frédéric Cérou A. Guyader 40 31 0 27 Aug 2014
Divide-and-Conquer with Sequential Monte Carlo Fredrik Lindsten A. M. Johansen C. A. Naesseth Bonnie Kirkpatrick Thomas B. Schon J. Aston Alexandre Bouchard-Coté 35 44 0 19 Jun 2014
An adaptive truncation method for inference in Bayesian nonparametric models Jim Griffin TPM 39 37 0 09 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