Langevin and Hamiltonian based Sequential MCMC for Efficient Bayesian Filtering in High-dimensional Spaces

22 April 2015

Papers citing "Langevin and Hamiltonian based Sequential MCMC for Efficient Bayesian Filtering in High-dimensional Spaces"

11 / 11 papers shown

Title
Bayesian computation: a perspective on the current state, and sampling backwards and forwards P. Green K. Latuszyñski Marcelo Pereyra Christian P. Robert 87 21 0 04 Feb 2015
A Stable Particle Filter in High-Dimensions A. Beskos Dan Crisan Ajay Jasra K. Kamatani Yan Zhou 69 35 0 11 Dec 2014
Optimizing The Integrator Step Size for Hamiltonian Monte Carlo M. Betancourt Simon Byrne Mark Girolami 83 77 0 24 Nov 2014
Information-geometric Markov Chain Monte Carlo methods using Diffusions Samuel Livingstone Mark Girolami DiffM 86 45 0 31 Mar 2014
Fast Hamiltonian Monte Carlo Using GPU Computing Andrew L. Beam S. Ghosh Jon Doyle 61 24 0 17 Feb 2014
Langevin diffusions and the Metropolis-adjusted Langevin algorithm Tatiana Xifara Chris Sherlock Samuel Livingstone Simon Byrne Mark Girolami 80 126 0 11 Sep 2013
Proximal Markov chain Monte Carlo algorithms Marcelo Pereyra 79 178 0 02 Jun 2013
Adaptive Hamiltonian and Riemann Manifold Monte Carlo Samplers Ziyun Wang S. Mohamed Nando de Freitas 152 56 0 25 Feb 2013
Can local particle filters beat the curse of dimensionality? Patrick Rebeschini R. Handel 99 239 0 28 Jan 2013
Sequentially interacting Markov chain Monte Carlo methods A. Brockwell P. Del Moral Arnaud Doucet 57 56 0 12 Nov 2012
Sharp failure rates for the bootstrap particle filter in high dimensions Peter J. Bickel Bo Li T. Bengtsson 133 203 0 21 May 2008