Nested Sequential Monte Carlo Methods

Nested Sequential Monte Carlo Methods

9 February 2015

Fredrik Lindsten

Thomas B. Schon

Papers citing "Nested Sequential Monte Carlo Methods"

11 / 11 papers shown

Title
Variational Combinatorial Sequential Monte Carlo for Bayesian Phylogenetics in Hyperbolic Space Alex Chen Philipe Chlenski Kenneth Munyuza A. Moretti C. A. Naesseth I. Pe’er 44 0 0 29 Jan 2025
Optimization of Annealed Importance Sampling Hyperparameters Shirin Goshtasbpour F. Pérez-Cruz 21 1 0 27 Sep 2022
A Survey of Monte Carlo Methods for Parameter Estimation D. Luengo Luca Martino M. Bugallo Victor Elvira S. Särkkä 14 153 0 25 Jul 2021
Nested Variational Inference Heiko Zimmermann Hao Wu Babak Esmaeili Jan Willem van de Meent BDL 24 20 0 21 Jun 2021
Differentiable Particle Filtering without Modifying the Forward Pass Adam Scibior Frank D. Wood 23 19 0 18 Jun 2021
Marginal likelihood computation for model selection and hypothesis testing: an extensive review F. Llorente Luca Martino D. Delgado J. Lopez-Santiago 19 83 0 17 May 2020
Nested Reasoning About Autonomous Agents Using Probabilistic Programs I. Seaman Jan Willem van de Meent David Wingate LRM 19 12 0 04 Dec 2018
Composing Modeling and Inference Operations with Probabilistic Program Combinators Eli Sennesh Adam Scibior Hao Wu Jan Willem van de Meent TPM 11 1 0 14 Nov 2018
High-dimensional Filtering using Nested Sequential Monte Carlo C. A. Naesseth Fredrik Lindsten Thomas B. Schon 21 22 0 29 Dec 2016
Approximate Smoothing and Parameter Estimation in High-Dimensional State-Space Models Axel Finke Sumeetpal S. Singh 42 16 0 28 Jun 2016
Sharp failure rates for the bootstrap particle filter in high dimensions Peter J. Bickel Bo Li T. Bengtsson 69 198 0 21 May 2008