Getting Started with Particle Metropolis-Hastings for Inference in Nonlinear Dynamical Models

5 November 2015

Papers citing "Getting Started with Particle Metropolis-Hastings for Inference in Nonlinear Dynamical Models"

25 / 25 papers shown

Title
Accelerating pseudo-marginal Metropolis-Hastings by correlating auxiliary variables J. Dahlin Fredrik Lindsten J. Kronander Thomas B. Schon 50 37 0 17 Nov 2015
The Correlated Pseudo-Marginal Method George Deligiannidis Arnaud Doucet M. Pitt 57 101 0 16 Nov 2015
An Introduction to Twisted Particle Filters and Parameter Estimation in Non-linear State-space Models Juha Ala-Luhtala N. Whiteley K. Heine R. Piché 51 21 0 30 Sep 2015
A New Approach to Probabilistic Programming Inference Frank Wood Jan-Willem van de Meent Vikash K. Mansinghka 59 346 0 03 Jul 2015
Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods J. Dahlin M. Villani Thomas B. Schon 41 6 0 23 Jun 2015
Sequential Monte Carlo Methods for System Identification Thomas B. Schon Fredrik Lindsten J. Dahlin Johan Waagberg C. A. Naesseth Andreas Svensson L. Dai 72 79 0 20 Mar 2015
Quasi-Newton particle Metropolis-Hastings J. Dahlin Fredrik Lindsten Thomas B. Schon 121 9 0 12 Feb 2015
Nested Sequential Monte Carlo Methods C. A. Naesseth Fredrik Lindsten Thomas B. Schon 426 84 0 09 Feb 2015
Particle Metropolis-adjusted Langevin algorithms Christopher Nemeth Chris Sherlock Paul Fearnhead 57 24 0 23 Dec 2014
Biips: Software for Bayesian Inference with Interacting Particle Systems A. Todeschini François Caron Marc Fuentes P. Legrand P. Del Moral 45 26 0 11 Dec 2014
Forest resampling for distributed sequential Monte Carlo Anthony Lee N. Whiteley 47 25 0 23 Jun 2014
Venture: a higher-order probabilistic programming platform with programmable inference Vikash K. Mansinghka Daniel Selsam Yura N. Perov 61 255 0 01 Apr 2014
A Compilation Target for Probabilistic Programming Languages Brooks Paige Frank Wood 56 80 0 03 Mar 2014
Sequential Quasi-Monte Carlo Mathieu Gerber Nicolas Chopin 65 56 0 17 Feb 2014
Particle Gibbs with Ancestor Sampling Fredrik Lindsten Michael I. Jordan Thomas B. Schon 100 252 0 03 Jan 2014
Particle Metropolis-Hastings using gradient and Hessian information J. Dahlin Fredrik Lindsten Thomas B. Schon 72 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 69 191 0 27 Sep 2013
vSMC: Parallel Sequential Monte Carlo in C++ Yan Zhou 48 15 0 24 Jun 2013
Bayesian State-Space Modelling on High-Performance Hardware Using LibBi Lawrence M. Murray 81 112 0 14 Jun 2013
Rao-Blackwellised Particle Filtering for Dynamic Bayesian Networks Arnaud Doucet Nando de Freitas Kevin P. Murphy Stuart J. Russell 97 1,489 0 16 Jan 2013
SMC^2: an efficient algorithm for sequential analysis of state-space models Nicolas Chopin Pierre E. Jacob O. Papaspiliopoulos 87 357 0 07 Jan 2011
Approximate Bayesian Computational methods Jean-Michel Marin Pierre Pudlo Christian P. Robert Robin J. Ryder 206 862 0 05 Jan 2011
Zero Variance Markov Chain Monte Carlo for Bayesian Estimators Antonietta Mira R. Solgi D. Imparato 89 89 0 14 Dec 2010
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 168 894 0 31 Mar 2009