Perfect simulation using atomic regeneration with application to Sequential Monte Carlo

22 July 2014

Papers citing "Perfect simulation using atomic regeneration with application to Sequential Monte Carlo"

12 / 12 papers shown

Title
Uniform ergodicity of the Particle Gibbs sampler Fredrik Lindsten Randal Douc Eric Moulines 91 54 0 03 Jan 2014
On nonnegative unbiased estimators Pierre E. Jacob Alexandre Hoang Thiery 106 67 0 25 Sep 2013
On particle Gibbs sampling Nicolas Chopin Sumeetpal S. Singh 97 103 0 06 Apr 2013
Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation Anthony Lee Krzysztof Latuszynski 94 55 0 24 Oct 2012
Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms Christophe Andrieu M. Vihola 88 127 0 04 Oct 2012
Perfect simulation for the Feynman-Kac law on the path space Christophe Andrieu ZhenHao Zhou Arnaud Doucet Sylvain Rubenthaler 63 1 0 01 Oct 2012
Twisted particle filters N. Whiteley Anthony Lee 83 41 0 30 Sep 2012
Stability properties of some particle filters N. Whiteley 76 81 0 30 Sep 2011
Exact sampling for intractable probability distributions via a Bernoulli factory James M. Flegal Radu Herbei 93 23 0 16 Dec 2010
Simulating Events of Unknown Probabilities via Reverse Time Martingales Krzysztof Latuszynski Ioannis Kosmidis O. Papaspiliopoulos Gareth O. Roberts 87 41 0 23 Jul 2009
On the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods Anthony Lee C. Yau M. Giles Arnaud Doucet Christopher C. Holmes 95 322 0 14 May 2009
The pseudo-marginal approach for efficient Monte Carlo computations Christophe Andrieu Gareth O. Roberts 181 895 0 31 Mar 2009