The Correlated Pseudo-Marginal Method

16 November 2015

George Deligiannidis

Papers citing "The Correlated Pseudo-Marginal Method"

20 / 20 papers shown

Title
Auxiliary MCMC and particle Gibbs samplers for parallelisable inference in latent dynamical systems Adrien Corenflos Simo Särkkä 58 0 0 01 Mar 2023
Sequential quasi-Monte Carlo: Introduction for Non-Experts, Dimension Reduction, Application to Partly Observed Diffusion Processes Nicolas Chopin Mathieu Gerber 34 3 0 16 Jun 2017
Auxiliary gradient-based sampling algorithms Michalis K. Titsias O. Papaspiliopoulos 47 41 0 30 Oct 2016
Coupling of Particle Filters Pierre E. Jacob Fredrik Lindsten Thomas B. Schon 69 24 0 03 Jun 2016
On Coupling Particle Filter Trajectories Deborshee Sen Alexandre Hoang Thiery Ajay Jasra 65 21 0 03 Jun 2016
MCMC for Imbalanced Categorical Data J. Johndrow Aaron Smith Natesh Pillai David B. Dunson 24 11 0 19 May 2016
The iterated auxiliary particle filter Pieralberto Guarniero A. M. Johansen Anthony Lee OffRL 58 105 0 19 Nov 2015
Accelerating pseudo-marginal Metropolis-Hastings by correlating auxiliary variables J. Dahlin Fredrik Lindsten J. Kronander Thomas B. Schon 50 37 0 17 Nov 2015
Pseudo-Marginal Slice Sampling Iain Murray Matthew M. Graham 57 37 0 10 Oct 2015
Sequential Quasi-Monte Carlo Mathieu Gerber Nicolas Chopin 68 56 0 17 Feb 2014
Particle Gibbs with Ancestor Sampling Fredrik Lindsten Michael I. Jordan Thomas B. Schon 106 252 0 03 Jan 2014
On the efficiency of pseudo-marginal random walk Metropolis algorithms Chris Sherlock Alexandre Hoang Thiery Gareth O. Roberts Jeffrey S. Rosenthal 72 191 0 27 Sep 2013
Derivative-Free Estimation of the Score Vector and Observed Information Matrix with Application to State-Space Models Arnaud Doucet Pierre E. Jacob Sylvain Rubenthaler 53 25 0 21 Apr 2013
Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms Christophe Andrieu M. Vihola 88 127 0 04 Oct 2012
Coupled MCMC with a randomized acceptance probability Geoff K. Nicholls C. Fox Alexis Muir Watt 77 41 0 30 May 2012
On Disturbance State-Space Models and the Particle Marginal Metropolis-Hastings Sampler Lawrence M. Murray E. Jones J. Parslow 76 31 0 28 Feb 2012
MCMC Methods for Functions: Modifying Old Algorithms to Make Them Faster S. Cotter Gareth O. Roberts Andrew M. Stuart D. White 97 480 0 03 Feb 2012
SMC^2: an efficient algorithm for sequential analysis of state-space models Nicolas Chopin Pierre E. Jacob O. Papaspiliopoulos 89 357 0 07 Jan 2011
Efficient Bayesian Inference for Switching State-Space Models using Discrete Particle Markov Chain Monte Carlo Methods N. Whiteley Christophe Andrieu Arnaud Doucet 101 77 0 10 Nov 2010
The pseudo-marginal approach for efficient Monte Carlo computations Christophe Andrieu Gareth O. Roberts 179 895 0 31 Mar 2009