Augmentation Schemes for Particle MCMC

29 August 2014

Papers citing "Augmentation Schemes for Particle MCMC"

10 / 10 papers shown

Title
A New Approach to Probabilistic Programming Inference Frank Wood Jan-Willem van de Meent Vikash K. Mansinghka 59 347 0 03 Jul 2015
Particle Metropolis-adjusted Langevin algorithms Christopher Nemeth Chris Sherlock Paul Fearnhead 65 24 0 23 Dec 2014
Particle Metropolis adjusted Langevin algorithms for state space models Christopher Nemeth Paul Fearnhead 63 19 0 04 Feb 2014
Particle Gibbs with Ancestor Sampling Fredrik Lindsten Michael I. Jordan Thomas B. Schon 115 252 0 03 Jan 2014
Particle Metropolis-Hastings using gradient and Hessian information J. Dahlin Fredrik Lindsten Thomas B. Schon 86 47 0 04 Nov 2013
On the efficiency of pseudo-marginal random walk Metropolis algorithms Chris Sherlock Alexandre Hoang Thiery Gareth O. Roberts Jeffrey S. Rosenthal 82 191 0 27 Sep 2013
MCMC using Hamiltonian dynamics Radford M. Neal 292 3,279 0 09 Jun 2012
On Disturbance State-Space Models and the Particle Marginal Metropolis-Hastings Sampler Lawrence M. Murray E. Jones J. Parslow 78 31 0 28 Feb 2012
Particle learning of Gaussian process models for sequential design and optimization R. Gramacy Nicholas G. Polson 94 124 0 29 Sep 2009
The pseudo-marginal approach for efficient Monte Carlo computations Christophe Andrieu Gareth O. Roberts 181 895 0 31 Mar 2009