Particle Metropolis-Hastings using gradient and Hessian information

Particle Metropolis-Hastings using gradient and Hessian information

4 November 2013

Fredrik Lindsten

Thomas B. Schon

Papers citing "Particle Metropolis-Hastings using gradient and Hessian information"

5 / 5 papers shown

Title
Efficient Learning of the Parameters of Non-Linear Models using Differentiable Resampling in Particle Filters Conor Rosato Vincent Beraud P. Horridge Thomas B. Schon Simon Maskell 18 14 0 02 Nov 2021
Accelerating pseudo-marginal Metropolis-Hastings by correlating auxiliary variables J. Dahlin Fredrik Lindsten J. Kronander Thomas B. Schon 30 37 0 17 Nov 2015
On Particle Methods for Parameter Estimation in State-Space Models N. Kantas Arnaud Doucet Sumeetpal S. Singh J. Maciejowski Nicolas Chopin 32 427 0 30 Dec 2014
Particle Metropolis-adjusted Langevin algorithms Christopher Nemeth Chris Sherlock Paul Fearnhead 30 24 0 23 Dec 2014
MCMC using Hamiltonian dynamics Radford M. Neal 182 3,262 0 09 Jun 2012