Unbiased Estimation of the Gradient of the Log-Likelihood in Inverse
Problems

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Unbiased Estimation of the Gradient of the Log-Likelihood in Inverse Problems

10 March 2020

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Papers citing "Unbiased Estimation of the Gradient of the Log-Likelihood in Inverse Problems"

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Title
Unbiased Filtering of a Class of Partially Observed Diffusions Ajay Jasra K. Law Fangyuan Yu 40 23 0 10 Feb 2020
SGD: General Analysis and Improved Rates Robert Mansel Gower Nicolas Loizou Xun Qian Alibek Sailanbayev Egor Shulgin Peter Richtárik 84 380 0 27 Jan 2019
Asymptotic Properties of Recursive Maximum Likelihood Estimation in Non-Linear State-Space Models V. Tadic Arnaud Doucet 35 13 0 25 Jun 2018
Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals A. Beskos Ajay Jasra K. Law Youssef Marzouk Yan Zhou 61 42 0 15 Mar 2017
Unbiased estimators and multilevel Monte Carlo M. Vihola 50 69 0 03 Dec 2015
Multilevel Sequential Monte Carlo Samplers A. Beskos Ajay Jasra K. Law Raúl Tempone Yan Zhou 81 104 0 25 Mar 2015
Uncertainty quantification and weak approximation of an elliptic inverse problem Masoumeh Dashti Andrew M. Stuart 66 102 0 01 Feb 2011
A general method for debiasing a Monte Carlo estimator D. McLeish 119 115 0 12 May 2010