Finite Sample Complexity of Sequential Monte Carlo Estimators

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Finite Sample Complexity of Sequential Monte Carlo Estimators

25 March 2018

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Papers citing "Finite Sample Complexity of Sequential Monte Carlo Estimators"

9 / 9 papers shown

Title
Logsmooth Gradient Concentration and Tighter Runtimes for Metropolized Hamiltonian Monte Carlo Y. Lee Ruoqi Shen Kevin Tian 52 37 0 10 Feb 2020
Error Bounds for Sequential Monte Carlo Samplers for Multimodal Distributions Daniel Paulin Ajay Jasra Alexandre Hoang Thiery 37 18 0 29 Sep 2015
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 83 516 0 23 Dec 2014
Forest resampling for distributed sequential Monte Carlo Anthony Lee N. Whiteley 57 25 0 23 Jun 2014
On the Convergence of Adaptive Sequential Monte Carlo Methods A. Beskos Ajay Jasra N. Kantas Alexandre Hoang Thiery 79 94 0 27 Jun 2013
Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments G. Durham John Geweke 57 71 0 16 Apr 2013
Sequential Monte Carlo samplers: error bounds and insensitivity to initial conditions N. Whiteley 88 40 0 21 Mar 2011
On the Stability of Sequential Monte Carlo Methods in High Dimensions A. Beskos Dan Crisan Ajay Jasra 127 172 0 21 Mar 2011
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

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