A Survey of Monte Carlo Methods for Parameter Estimation

25 July 2021

S. Särkkä

Papers citing "A Survey of Monte Carlo Methods for Parameter Estimation"

50 / 62 papers shown

Title
Adaptive posterior distributions for uncertainty analysis of covariance matrices in Bayesian inversion problems for multioutput signals E. Curbelo Luca Martino F. Llorente D. Delgado-Gomez 131 1 0 03 Jan 2025
A survey of Monte Carlo methods for noisy and costly densities with application to reinforcement learning and ABC F. Llorente Luca Martino Jesse Read D. Delgado OffRL 165 14 0 03 Jan 2025
Accelerating MCMC Algorithms Christian P. Robert Victor Elvira Nicholas G. Tawn Changye Wu 69 141 0 08 Apr 2018
Air Markov Chain Monte Carlo C. Chimisov Krzysztof Latuszynski Gareth O. Roberts 69 11 0 28 Jan 2018
A Review of Multiple Try MCMC algorithms for Signal Processing Luca Martino 53 81 0 27 Jan 2018
Parsimonious Adaptive Rejection Sampling Luca Martino 30 11 0 13 Oct 2017
Metropolis Sampling Luca Martino Victor Elvira 67 25 0 15 Apr 2017
Pólya Urn Latent Dirichlet Allocation: a doubly sparse massively parallel sampler Alexander Terenin Måns Magnusson Leif Jonsson D. Draper 38 18 0 12 Apr 2017
Group Importance Sampling for Particle Filtering and MCMC Luca Martino Victor Elvira G. Camps-Valls 146 66 0 10 Apr 2017
Measuring Sample Quality with Kernels Jackson Gorham Lester W. Mackey 155 223 0 06 Mar 2017
High-dimensional Filtering using Nested Sequential Monte Carlo C. A. Naesseth Fredrik Lindsten Thomas B. Schon 75 23 0 29 Dec 2016
The Recycling Gibbs Sampler for Efficient Learning Luca Martino Victor Elvira Gustau Camps-Valls 79 30 0 21 Nov 2016
Measuring Sample Quality with Diffusions Jackson Gorham Andrew B. Duncan Sandra Jeanne Vollmer Lester W. Mackey 91 117 0 21 Nov 2016
Cooperative Parallel Particle Filters for online model selection and applications to Urban Mobility Luca Martino Jesse Read Victor Elvira F. Louzada 68 131 0 25 Sep 2016
Heretical Multiple Importance Sampling Victor Elvira Luca Martino D. Luengo M. Bugallo 70 38 0 15 Sep 2016
GPU-accelerated Gibbs sampling: a case study of the Horseshoe Probit model Alexander Terenin Shawfeng Dong D. Draper 60 40 0 15 Aug 2016
Independent Resampling Sequential Monte Carlo Algorithms Roland Lamberti Y. Petetin F. Desbouvries F. Septier 37 14 0 19 Jul 2016
Improving Population Monte Carlo: Alternative Weighting and Resampling Schemes Victor Elvira Luca Martino D. Luengo M. Bugallo 74 85 0 10 Jul 2016
Geometrically Tempered Hamiltonian Monte Carlo A. Nishimura David B. Dunson 39 22 0 04 Apr 2016
Effective Sample Size for Importance Sampling based on discrepancy measures Luca Martino Victor Elvira F. Louzada 138 181 0 10 Feb 2016
A Kernelized Stein Discrepancy for Goodness-of-fit Tests and Model Evaluation Qiang Liu Jason D. Lee Michael I. Jordan 113 486 0 10 Feb 2016
A Kernel Test of Goodness of Fit Kacper P. Chwialkowski Heiko Strathmann Arthur Gretton BDL 213 328 0 09 Feb 2016
Generalized Multiple Importance Sampling Victor Elvira Luca Martino D. Luengo M. Bugallo 98 145 0 10 Nov 2015
Statistically efficient thinning of a Markov chain sampler Art B. Owen 107 54 0 27 Oct 2015
Asynchronous Gibbs Sampling Alexander Terenin Daniel P. Simpson D. Draper 57 43 0 30 Sep 2015
Parallel Metropolis chains with cooperative adaptation Luca Martino Victor Elvira D. Luengo F. Louzada 48 4 0 26 Sep 2015
Adaptive Rejection Sampling with fixed number of nodes Luca Martino F. Louzada 65 12 0 26 Sep 2015
Adaptive, delayed-acceptance MCMC for targets with expensive likelihoods Chris Sherlock Andrew Golightly D. Henderson 85 55 0 01 Sep 2015
Issues in the Multiple Try Metropolis mixing Luca Martino F. Louzada 31 23 0 18 Aug 2015
Optimal approximating Markov chains for Bayesian inference J. Johndrow Jonathan C. Mattingly Sayan Mukherjee David B. Dunson 88 31 0 13 Aug 2015
Orthogonal parallel MCMC methods for sampling and optimization Luca Martino Victor Elvira D. Luengo J. Corander F. Louzada 74 74 0 30 Jul 2015
Gradient Importance Sampling Ingmar Schuster 74 25 0 21 Jul 2015
Parallelizing MCMC with Random Partition Trees Xiangyu Wang Fangjian Guo Katherine A. Heller David B. Dunson 115 76 0 10 Jun 2015
Measuring Sample Quality with Stein's Method Jackson Gorham Lester W. Mackey 158 225 0 09 Jun 2015
Efficient Multiple Importance Sampling Estimators Victor Elvira Luca Martino D. Luengo M. Bugallo 82 75 0 20 May 2015
Layered Adaptive Importance Sampling Luca Martino Victor Elvira D. Luengo J. Corander 77 108 0 18 May 2015
On Markov chain Monte Carlo methods for tall data Rémi Bardenet Arnaud Doucet Chris Holmes 73 279 0 11 May 2015
A proof of uniform convergence over time for a distributed particle filter Joaquín Míguez M. A. Vázquez 84 22 0 05 Apr 2015
Stability of Noisy Metropolis-Hastings F. Medina-Aguayo Anthony Lee Gareth O. Roberts 119 41 0 24 Mar 2015
Nested Sequential Monte Carlo Methods C. A. Naesseth Fredrik Lindsten Thomas B. Schon 461 84 0 09 Feb 2015
Optimizing The Integrator Step Size for Hamiltonian Monte Carlo M. Betancourt Simon Byrne Mark Girolami 100 77 0 24 Nov 2014
Big Learning with Bayesian Methods Jun Zhu Jianfei Chen Wenbo Hu Bo Zhang BDL 471 84 0 24 Nov 2014
Convergence properties of weighted particle islands with application to the double bootstrap algorithm P. Del Moral Eric Moulines Jimmy Olsson Christelle Vergé 40 20 0 15 Oct 2014
Combining Particle MCMC with Rao-Blackwellized Monte Carlo Data Association for Parameter Estimation in Multiple Target Tracking Juho Kokkala Simo Särkkä 68 24 0 30 Sep 2014
Firefly Monte Carlo: Exact MCMC with Subsets of Data D. Maclaurin Ryan P. Adams 155 179 0 22 Mar 2014
Particle Gibbs with Ancestor Sampling Fredrik Lindsten Michael I. Jordan Thomas B. Schon 128 252 0 03 Jan 2014
Parallelizing MCMC via Weierstrass Sampler Xiangyu Wang David B. Dunson 105 138 0 17 Dec 2013
Asymptotically Exact, Embarrassingly Parallel MCMC Willie Neiswanger Chong-Jun Wang Eric Xing FedML 93 330 0 19 Nov 2013
On the role of interaction in sequential Monte Carlo algorithms N. Whiteley Anthony Lee K. Heine 87 69 0 11 Sep 2013
Fully Adaptive Gaussian Mixture Metropolis-Hastings Algorithm D. Luengo Luca Martino 113 35 0 01 Dec 2012