Unbiased Smoothing using Particle Independent Metropolis-Hastings

Unbiased Smoothing using Particle Independent Metropolis-Hastings

5 February 2019

Lawrence Middleton

George Deligiannidis

Pierre E. Jacob

Papers citing "Unbiased Smoothing using Particle Independent Metropolis-Hastings"

10 / 10 papers shown

Title
Conditional sampling within generative diffusion models Zheng Zhao Ziwei Luo Jens Sjölund Thomas B. Schon DiffM VLM 73 3 0 20 Feb 2025
Unbiased Estimation using Underdamped Langevin Dynamics Hamza Ruzayqat Neil K. Chada Ajay Jasra 33 4 0 14 Jun 2022
De-Sequentialized Monte Carlo: a parallel-in-time particle smoother Adrien Corenflos Nicolas Chopin Simo Särkkä 24 6 0 04 Feb 2022
Bounding Wasserstein distance with couplings N. Biswas Lester W. Mackey 30 8 0 06 Dec 2021
Adaptation of the Tuning Parameter in General Bayesian Inference with Robust Divergence S. Yonekura S. Sugasawa 27 23 0 13 Jun 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 34 9 0 09 Mar 2021
Maximal couplings of the Metropolis-Hastings algorithm J. O'Leary Guanyang Wang Pierre E. Jacob 13 22 0 16 Oct 2020
Exact Convergence Rate Analysis of the Independent Metropolis-Hastings Algorithms Guanyang Wang 16 8 0 06 Aug 2020
An invitation to sequential Monte Carlo samplers Chenguang Dai J. Heng Pierre E. Jacob N. Whiteley 52 65 0 23 Jul 2020
Estimating Convergence of Markov chains with L-Lag Couplings N. Biswas Pierre E. Jacob Paul Vanetti 27 47 0 23 May 2019