Path storage in the particle filter

11 July 2013

Papers citing "Path storage in the particle filter"

34 / 34 papers shown

Title
Counterexample to a transition probability formula for the ancestral process Sylvain Rubenthaler 19 1 0 05 May 2023
Automatically adapting the number of state particles in SMC $^2$ Imke Botha Robert Kohn Leah F. South Christopher C. Drovandi 10 1 0 27 Jan 2022
Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models Andras Fulop J. Heng Junye Li 29 1 0 04 Jan 2022
Weak Convergence of Non-neutral Genealogies to Kingman's Coalescent Suzie Brown Paul A. Jenkins A. M. Johansen Jere Koskela 19 1 0 11 Oct 2021
A Lagged Particle Filter for Stable Filtering of certain High-Dimensional State-Space Models Hamza Ruzayqat A. Er-Raiy A. Beskos Dan Crisan Ajay Jasra N. Kantas 24 9 0 02 Oct 2021
Nested Variational Inference Heiko Zimmermann Hao Wu Babak Esmaeili Jan-Willem van de Meent BDL 24 20 0 21 Jun 2021
SPUX Framework: a Scalable Package for Bayesian Uncertainty Quantification and Propagation Jonas vSukys Marco Bacci 13 2 0 12 May 2021
An invitation to sequential Monte Carlo samplers Chenguang Dai J. Heng Pierre E. Jacob N. Whiteley 52 65 0 23 Jul 2020
Simple conditions for convergence of sequential Monte Carlo genealogies with applications Suzie Brown Paul A. Jenkins A. M. Johansen Jere Koskela 9 5 0 30 Jun 2020
Lazy object copy as a platform for population-based probabilistic programming Lawrence M. Murray 16 5 0 09 Jan 2020
Combined parameter and state inference with automatically calibrated ABC Anthony Ebert Pierre Pudlo Kerrie Mengersen P. Wu Christopher C. Drovandi 20 1 0 31 Oct 2019
Elements of Sequential Monte Carlo C. A. Naesseth Fredrik Lindsten Thomas B. Schon 24 95 0 12 Mar 2019
Unbiased Smoothing using Particle Independent Metropolis-Hastings Lawrence Middleton George Deligiannidis Arnaud Doucet Pierre E. Jacob 11 21 0 05 Feb 2019
Graphical model inference: Sequential Monte Carlo meets deterministic approximations Fredrik Lindsten Jouni Helske M. Vihola 6 13 0 08 Jan 2019
Particle-based adaptive-lag online marginal smoothing in general state-space models Johan Westerborn Alenlöv Jimmy Olsson 16 5 0 28 Dec 2018
Sequential sampling of junction trees for decomposable graphs Jimmy Olsson T. Pavlenko Felix L. Rios 11 7 0 02 Jun 2018
Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo Jere Koskela Paul A. Jenkins A. M. Johansen Dario Spanó 4 13 0 05 Apr 2018
Particle-based, online estimation of tangent filters with application to parameter estimation in nonlinear state-space models Jimmy Olsson Johan Westerborn Alenlöv 21 10 0 22 Dec 2017
Particle Filters and Data Assimilation Paul Fearnhead H. Kunsch 13 81 0 13 Sep 2017
Controlled Sequential Monte Carlo J. Heng A. Bishop George Deligiannidis Arnaud Doucet 9 69 0 28 Aug 2017
Smoothing with Couplings of Conditional Particle Filters Pierre E. Jacob Fredrik Lindsten Thomas B. Schon 24 55 0 08 Jan 2017
Anytime Monte Carlo Lawrence M. Murray Sumeetpal S. Singh Anthony Lee 19 6 0 10 Dec 2016
Coupling of Particle Filters Pierre E. Jacob Fredrik Lindsten Thomas B. Schon 27 24 0 03 Jun 2016
On the two-filter approximations of marginal smoothing distributions in general state space models T. Nguyen Sylvain Le Corff Eric Moulines 16 8 0 27 May 2016
$Bayesian inference in non-Markovian state-space models with applications to fractional order systems$ 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
Towards automatic calibration of the number of state particles within the SMC $^2$ algorithm Nicolas Chopin James Ridgway Mathieu Gerber O. Papaspiliopoulos 26 6 0 01 Jun 2015
Sequential Bayesian inference for implicit hidden Markov models and current limitations Pierre E. Jacob 33 15 0 16 May 2015
Biased Online Parameter Inference for State-Space Models Yan Zhou Ajay Jasra 36 9 0 01 Mar 2015
Particle Gibbs with Ancestor Sampling for Probabilistic Programs Jan-Willem van de Meent Hongseok Yang Vikash K. Mansinghka Frank D. Wood 20 33 0 27 Jan 2015
Efficient particle-based online smoothing in general hidden Markov models: the PaRIS algorithm Jimmy Olsson Johan Westerborn 33 33 0 23 Dec 2014
Particle Gibbs with Ancestor Sampling Fredrik Lindsten Michael I. Jordan Thomas B. Schon 61 250 0 03 Jan 2014
Bayesian State-Space Modelling on High-Performance Hardware Using LibBi Lawrence M. Murray 44 112 0 14 Jun 2013
On particle Gibbs sampling Nicolas Chopin Sumeetpal S. Singh 50 102 0 06 Apr 2013
Ancestor Sampling for Particle Gibbs Fredrik Lindsten Michael I. Jordan Thomas B. Schon 54 61 0 25 Oct 2012