Uniform ergodicity of the Particle Gibbs sampler

Uniform ergodicity of the Particle Gibbs sampler

3 January 2014

Fredrik Lindsten

Papers citing "Uniform ergodicity of the Particle Gibbs sampler"

10 / 10 papers shown

Title
Nonlinear System Identification: Learning while respecting physical models using a sequential Monte Carlo method A. Wigren Johan Wågberg Fredrik Lindsten A. Wills Thomas B. Schon 11 10 0 26 Oct 2022
NEO: Non Equilibrium Sampling on the Orbit of a Deterministic Transform Achille Thin Yazid Janati Sylvain Le Corff Charles Ollion Arnaud Doucet Alain Durmus Eric Moulines C. Robert 17 7 0 17 Mar 2021
Learning dynamical systems with particle stochastic approximation EM Andreas Svensson Fredrik Lindsten 11 9 0 25 Jun 2018
Coupled conditional backward sampling particle filter Anthony Lee Sumeetpal S. Singh M. Vihola 16 33 0 15 Jun 2018
Importance sampling type estimators based on approximate marginal MCMC M. Vihola Jouni Helske Jordan Franks 16 25 0 08 Sep 2016
Coupling of Particle Filters Pierre E. Jacob Fredrik Lindsten Thomas B. Schon 22 24 0 03 Jun 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 21 21 0 28 Jan 2016
A Sharp First Order Analysis of Feynman-Kac Particle Models H. Chan P. Del Moral Ajay Jasra 33 7 0 14 Nov 2014
Perfect simulation using atomic regeneration with application to Sequential Monte Carlo Anthony Lee Arnaud Doucet K. Latuszyñski 49 15 0 22 Jul 2014
Ancestor Sampling for Particle Gibbs Fredrik Lindsten Michael I. Jordan Thomas B. Schon 51 61 0 25 Oct 2012