Particle Gibbs with Ancestor Sampling

Particle Gibbs with Ancestor Sampling

3 January 2014

Fredrik Lindsten

Michael I. Jordan

Thomas B. Schon

Papers citing "Particle Gibbs with Ancestor Sampling"

10 / 10 papers shown

Title
Auxiliary MCMC and particle Gibbs samplers for parallelisable inference in latent dynamical systems Adrien Corenflos Simo Särkkä 53 0 0 01 Mar 2023
Decomposition Sampling applied to Parallelization of Metropolis-Hastings J. Hallgren T. Koski 51 3 0 12 Feb 2014
Path storage in the particle filter Pierre E. Jacob Lawrence M. Murray Sylvain Rubenthaler 88 62 0 11 Jul 2013
Bayesian Inference and Learning in Gaussian Process State-Space Models with Particle MCMC R. Frigola Fredrik Lindsten Thomas B. Schon C. Rasmussen 101 149 0 12 Jun 2013
On particle Gibbs sampling Nicolas Chopin Sumeetpal S. Singh 88 103 0 06 Apr 2013
Ancestor Sampling for Particle Gibbs Fredrik Lindsten Michael I. Jordan Thomas B. Schon 85 61 0 25 Oct 2012
On Disturbance State-Space Models and the Particle Marginal Metropolis-Hastings Sampler Lawrence M. Murray E. Jones J. Parslow 76 31 0 28 Feb 2012
Markovian stochastic approximation with expanding projections Christophe Andrieu M. Vihola 74 27 0 23 Nov 2011
Efficient Bayesian Inference for Switching State-Space Models using Discrete Particle Markov Chain Monte Carlo Methods N. Whiteley Christophe Andrieu Arnaud Doucet 93 77 0 10 Nov 2010
Particle Filters for Partially Observed Diffusions Paul Fearnhead O. Papaspiliopoulos Gareth O. Roberts 236 165 0 23 Oct 2007