Smoothing with Couplings of Conditional Particle Filters

Smoothing with Couplings of Conditional Particle Filters

8 January 2017

Pierre E. Jacob

Fredrik Lindsten

Thomas B. Schon

Papers citing "Smoothing with Couplings of Conditional Particle Filters"

11 / 11 papers shown

Title
De-Sequentialized Monte Carlo: a parallel-in-time particle smoother Adrien Corenflos Nicolas Chopin Simo Särkkä 21 6 0 04 Feb 2022
Unbiased Estimation of the Hessian for Partially Observed Diffusions Neil K. Chada Ajay Jasra Fangyuan Yu 28 2 0 06 Sep 2021
Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo W. van den Boom Ajay Jasra M. De Iorio A. Beskos J. Eriksson 32 9 0 09 Mar 2021
Double Happiness: Enhancing the Coupled Gains of L-lag Coupling via Control Variates Radu V. Craiu X. Meng 16 9 0 28 Aug 2020
Simple conditions for convergence of sequential Monte Carlo genealogies with applications Suzie Brown Paul A. Jenkins A. M. Johansen Jere Koskela 9 5 0 30 Jun 2020
Estimating Convergence of Markov chains with L-Lag Couplings N. Biswas Pierre E. Jacob Paul Vanetti 27 47 0 23 May 2019
Learning dynamical systems with particle stochastic approximation EM Andreas Svensson Fredrik Lindsten 27 9 0 25 Jun 2018
Coupled conditional backward sampling particle filter Anthony Lee Sumeetpal S. Singh M. Vihola 18 33 0 15 Jun 2018
Unbiased Hamiltonian Monte Carlo with couplings J. Heng Pierre E. Jacob 20 63 0 01 Sep 2017
Importance sampling type estimators based on approximate marginal MCMC M. Vihola Jouni Helske Jordan Franks 24 25 0 08 Sep 2016
Pseudo-Marginal Hamiltonian Monte Carlo Johan Alenlöv Arnaud Doucet Fredrik Lindsten 36 22 0 08 Jul 2016