An invitation to sequential Monte Carlo samplers

23 July 2020

Papers citing "An invitation to sequential Monte Carlo samplers"

50 / 88 papers shown

Title
From discrete-time policies to continuous-time diffusion samplers: Asymptotic equivalences and faster training Julius Berner Lorenz Richter Marcin Sendera Jarrid Rector-Brooks Nikolay Malkin OffRL 91 7 0 10 Jan 2025
Provable Convergence and Limitations of Geometric Tempering for Langevin Dynamics Omar Chehab Anna Korba Austin Stromme Adrien Vacher 91 3 0 13 Oct 2024
Continual Repeated Annealed Flow Transport Monte Carlo A. G. Matthews Michael Arbel Danilo Jimenez Rezende Arnaud Doucet OT 83 49 0 31 Jan 2022
Differentiable Annealed Importance Sampling and the Perils of Gradient Noise Guodong Zhang Kyle Hsu Jianing Li Chelsea Finn Roger C. Grosse 53 40 0 21 Jul 2021
MCMC Variational Inference via Uncorrected Hamiltonian Annealing Tomas Geffner Justin Domke 58 36 0 08 Jul 2021
Differentiable Particle Filtering via Entropy-Regularized Optimal Transport Adrien Corenflos James Thornton George Deligiannidis Arnaud Doucet OT 57 68 0 15 Feb 2021
Parallel Tempering on Optimized Paths Saifuddin Syed Vittorio Romaniello Trevor Campbell Alexandre Bouchard-Côté 21 20 0 15 Feb 2021
Annealed Flow Transport Monte Carlo Michael Arbel A. G. Matthews Arnaud Doucet 61 74 0 15 Feb 2021
Waste-free Sequential Monte Carlo Hai-Dang Dau Nicolas Chopin 41 21 0 04 Nov 2020
Bayesian workflow for disease transmission modeling in Stan Léo Grinsztajn Elizaveta Semenova C. Margossian J. Riou 23 62 0 23 May 2020
Noisy Adaptive Group Testing using Bayesian Sequential Experimental Design Marco Cuturi O. Teboul Quentin Berthet Arnaud Doucet Jean-Philippe Vert 109 21 0 26 Apr 2020
Stratification and Optimal Resampling for Sequential Monte Carlo Yichao Li Wenshuo Wang Ke Deng Jun S. Liu 20 6 0 04 Apr 2020
Schrödinger Bridge Samplers Espen Bernton J. Heng Arnaud Doucet Pierre E. Jacob 32 25 0 31 Dec 2019
Robust Inference and Model Criticism Using Bagged Posteriors Jonathan H. Huggins Jeffrey W. Miller 85 15 0 15 Dec 2019
Variance Estimation in Adaptive Sequential Monte Carlo Qiming Du A. Guyader 31 6 0 30 Sep 2019
Convergence diagnostics for Markov chain Monte Carlo Vivekananda Roy 60 219 0 26 Sep 2019
The Barker proposal: combining robustness and efficiency in gradient-based MCMC Samuel Livingstone Giacomo Zanella 39 49 0 30 Aug 2019
Estimating Convergence of Markov chains with L-Lag Couplings N. Biswas Pierre E. Jacob Paul Vanetti 46 47 0 23 May 2019
Particle filter efficiency under limited communication Deborshee Sen 13 2 0 21 Apr 2019
Unbiased Smoothing using Particle Independent Metropolis-Hastings Lawrence Middleton George Deligiannidis Arnaud Doucet Pierre E. Jacob 34 21 0 05 Feb 2019
Scalable Metropolis-Hastings for Exact Bayesian Inference with Large Datasets R. Cornish Paul Vanetti Alexandre Bouchard-Côté George Deligiannidis Arnaud Doucet 74 17 0 28 Jan 2019
Parallelising Particle Filters with Butterfly Interactions K. Heine N. Whiteley A. Cemgil 28 8 0 04 Dec 2018
Automated learning with a probabilistic programming language: Birch Lawrence M. Murray Thomas B. Schon 32 62 0 02 Oct 2018
Unbiased estimation of log normalizing constants with applications to Bayesian cross-validation M. Rischard Pierre E. Jacob Natesh Pillai 48 22 0 02 Oct 2018
Hypocoercivity of Piecewise Deterministic Markov Process-Monte Carlo Christophe Andrieu Alain Durmus Nikolas Nusken Julien Roussel 28 50 0 26 Aug 2018
Adaptive Tuning Of Hamiltonian Monte Carlo Within Sequential Monte Carlo Alexander K. Buchholz Nicolas Chopin Pierre E. Jacob 51 34 0 23 Aug 2018
Limit theorems for sequential MCMC methods Axel Finke Arnaud Doucet A. M. Johansen 68 17 0 03 Jul 2018
Unbiased and Consistent Nested Sampling via Sequential Monte Carlo R. Salomone Leah F. South A. M. Johansen Christopher C. Drovandi Dirk P. Kroese 61 34 0 10 May 2018
Subsampling Sequential Monte Carlo for Static Bayesian Models David Gunawan Khue-Dung Dang M. Quiroz Robert Kohn Minh-Ngoc Tran 38 49 0 08 May 2018
Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo Jere Koskela Paul A. Jenkins A. M. Johansen Dario Spanó 34 13 0 05 Apr 2018
Finite Sample Complexity of Sequential Monte Carlo Estimators J. Marion Joseph Mathews S. Schmidler 26 7 0 25 Mar 2018
Importance sampling the union of rare events with an application to power systems analysis Art B. Owen Yury Maximov Michael Chertkov 153 43 0 19 Oct 2017
On Nesting Monte Carlo Estimators Tom Rainforth R. Cornish Hongseok Yang Andrew Warrington Frank Wood 87 131 0 18 Sep 2017
Controlled Sequential Monte Carlo J. Heng A. Bishop George Deligiannidis Arnaud Doucet 55 72 0 28 Aug 2017
Unbiased Markov chain Monte Carlo with couplings Pierre E. Jacob J. O'Leary Yves F. Atchadé 46 73 0 11 Aug 2017
Negative association, ordering and convergence of resampling methods Mathieu Gerber Nicolas Chopin N. Whiteley 29 72 0 06 Jul 2017
Variational Sequential Monte Carlo C. A. Naesseth Scott W. Linderman Rajesh Ranganath David M. Blei BDL 150 214 0 31 May 2017
Efficient SMC $^2$ schemes for stochastic kinetic models Andrew Golightly T. Kypraios 36 11 0 10 Apr 2017
Sampling normalizing constants in high dimensions using inhomogeneous diffusions Christophe Andrieu James Ridgway N. Whiteley 21 10 0 22 Dec 2016
Sequential Monte Carlo with transformations R. Everitt Richard Culliford F. Medina-Aguayo Daniel J. Wilson 54 14 0 20 Dec 2016
Anytime Monte Carlo Lawrence M. Murray Sumeetpal S. Singh Anthony Lee 44 6 0 10 Dec 2016
Measuring the non-asymptotic convergence of sequential Monte Carlo samplers using probabilistic programming Marco F. Cusumano-Towner Vikash K. Mansinghka 20 3 0 07 Dec 2016
Quasi-stationary Monte Carlo and the ScaLE Algorithm M. Pollock Paul Fearnhead A. M. Johansen Gareth O. Roberts 59 18 0 12 Sep 2016
Interacting Particle Markov Chain Monte Carlo Tom Rainforth C. A. Naesseth Fredrik Lindsten Brooks Paige Jan-Willem van de Meent Arnaud Doucet Frank Wood 19 34 0 16 Feb 2016
Recycling intermediate steps to improve Hamiltonian Monte Carlo A. Nishimura David B. Dunson 31 9 0 21 Nov 2015
The iterated auxiliary particle filter Pieralberto Guarniero A. M. Johansen Anthony Lee OffRL 42 104 0 19 Nov 2015
Importance Sampling: Intrinsic Dimension and Computational Cost S. Agapiou O. Papaspiliopoulos D. Sanz-Alonso Andrew M. Stuart 50 161 0 19 Nov 2015
The sample size required in importance sampling S. Chatterjee P. Diaconis 37 188 0 04 Nov 2015
Gibbs flow for approximate transport with applications to Bayesian computation J. Heng Arnaud Doucet Y. Pokern OT 41 47 0 29 Sep 2015
Error Bounds for Sequential Monte Carlo Samplers for Multimodal Distributions Daniel Paulin Ajay Jasra Alexandre Hoang Thiery 24 18 0 29 Sep 2015