An invitation to sequential Monte Carlo samplers

23 July 2020

Papers citing "An invitation to sequential Monte Carlo samplers"

38 / 88 papers shown

Title
Variance estimation in the particle filter Anthony Lee N. Whiteley 18 43 0 01 Sep 2015
Optimal approximating Markov chains for Bayesian inference J. Johndrow Jonathan C. Mattingly Sayan Mukherjee David B. Dunson 42 31 0 13 Aug 2015
Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 59 410 0 17 Jul 2015
A New Approach to Probabilistic Programming Inference Frank Wood Jan-Willem van de Meent Vikash K. Mansinghka 47 345 0 03 Jul 2015
Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation Nicolas Chopin James Ridgway 61 76 0 29 Jun 2015
Efficient Sequential Monte-Carlo Samplers for Bayesian Inference T. Nguyen F. Septier G. Peters Y. Delignon 45 38 0 22 Apr 2015
Multilevel Sequential Monte Carlo Samplers A. Beskos Ajay Jasra K. Law Raúl Tempone Yan Zhou 64 104 0 25 Mar 2015
$Sequential Monte Carlo as Approximate Sampling: bounds, adaptive resampling via $\infty$-ESS, and an application to Particle Gibbs$ Sequential Monte Carlo as Approximate Sampling: bounds, adaptive resampling via $\infty$ -ESS, and an application to Particle Gibbs Jonathan H. Huggins Daniel M. Roy 62 19 0 03 Mar 2015
Nested Sequential Monte Carlo Methods C. A. Naesseth Fredrik Lindsten Thomas B. Schon 408 84 0 09 Feb 2015
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 66 514 0 23 Dec 2014
Sequential Monte Carlo Methods for Bayesian Elliptic Inverse Problems A. Beskos Ajay Jasra Ege A. Muzaffer Andrew M. Stuart 40 72 0 15 Dec 2014
Inconsistency of Bayesian Inference for Misspecified Linear Models, and a Proposal for Repairing It Peter Grünwald T. V. Ommen 69 265 0 11 Dec 2014
Computation of Gaussian orthant probabilities in high dimension James Ridgway 30 22 0 05 Nov 2014
Bayesian Model Selection Based on Proper Scoring Rules Philip Dawid M. Musio 35 58 0 18 Sep 2014
Asynchronous Anytime Sequential Monte Carlo Brooks Paige Frank Wood Arnaud Doucet Yee Whye Teh 38 47 0 10 Jul 2014
Divide-and-Conquer with Sequential Monte Carlo Fredrik Lindsten A. M. Johansen C. A. Naesseth Bonnie Kirkpatrick Thomas B. Schon J. Aston Alexandre Bouchard-Côté 64 45 0 19 Jun 2014
Sequential Monte Carlo with Highly Informative Observations P. Del Moral Lawrence M. Murray 53 50 0 16 May 2014
Sequential Quasi-Monte Carlo Mathieu Gerber Nicolas Chopin 42 56 0 17 Feb 2014
Sequential Monte Carlo for Graphical Models C. A. Naesseth Fredrik Lindsten Thomas B. Schon 52 49 0 03 Feb 2014
A general theory of particle filters in hidden Markov models and some applications H. Chan T. Lai 44 57 0 18 Dec 2013
On the role of interaction in sequential Monte Carlo algorithms N. Whiteley Anthony Lee K. Heine 53 69 0 11 Sep 2013
Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A case study for the Navier-Stokes equations N. Kantas A. Beskos Ajay Jasra 58 100 0 23 Jul 2013
Path storage in the particle filter Pierre E. Jacob Lawrence M. Murray Sylvain Rubenthaler 74 62 0 11 Jul 2013
On the Convergence of Adaptive Sequential Monte Carlo Methods A. Beskos Ajay Jasra N. Kantas Alexandre Hoang Thiery 56 93 0 27 Jun 2013
A General Framework for Updating Belief Distributions Pier Giovanni Bissiri Chris Holmes S. Walker 133 472 0 27 Jun 2013
Can local particle filters beat the curse of dimensionality? Patrick Rebeschini R. Handel 77 239 0 28 Jan 2013
Parallel resampling in the particle filter Lawrence M. Murray Anthony Lee Pierre E. Jacob 49 139 0 17 Jan 2013
Sequentially interacting Markov chain Monte Carlo methods A. Brockwell P. Del Moral Arnaud Doucet 47 56 0 12 Nov 2012
Sampling From A Manifold P. Diaconis Susan P. Holmes M. Shahshahani 56 116 0 28 Jun 2012
MCMC using Hamiltonian dynamics Radford M. Neal 285 3,278 0 09 Jun 2012
GPU acceleration of the particle filter: the Metropolis resampler Lawrence M. Murray 50 35 0 28 Feb 2012
On the Stability of Sequential Monte Carlo Methods in High Dimensions A. Beskos Dan Crisan Ajay Jasra 82 170 0 21 Mar 2011
Sequential Monte Carlo on large binary sampling spaces Christian Schafer Nicolas Chopin BDL 64 110 0 31 Jan 2011
An Adaptive Sequential Monte Carlo Sampler Paul Fearnhead Benjamin M. Taylor 61 82 0 07 May 2010
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 77 322 0 14 May 2009
Adaptive approximate Bayesian computation Mark Beaumont J. Cornuet Jean-Michel Marin Christian P. Robert 126 641 0 15 May 2008
Adaptive methods for sequential importance sampling with application to state space models Julien Cornebise Eric Moulines Jimmy Olsson 76 85 0 01 Mar 2008
Properties of Nested Sampling Nicolas Chopin Christian P. Robert 95 116 0 25 Jan 2008