Iterated Block Particle Filter for High-dimensional Parameter Learning: Beating the Curse of Dimensionality

20 October 2021

Papers citing "Iterated Block Particle Filter for High-dimensional Parameter Learning: Beating the Curse of Dimensionality"

9 / 9 papers shown

Title
Spatiotemporal blocking of the bouncy particle sampler for efficient inference in state space models Jacob Vorstrup Goldman Sumeetpal S. Singh 21 4 0 08 Jan 2021
Ensemble Kalman methods for high-dimensional hierarchical dynamic space-time models Matthias Katzfuss Jonathan R. Stroud C. Wikle 39 68 0 23 Apr 2017
The iterated auxiliary particle filter Pieralberto Guarniero A. M. Johansen Anthony Lee OffRL 28 104 0 19 Nov 2015
Can local particle filters beat the curse of dimensionality? Patrick Rebeschini R. Handel 75 239 0 28 Jan 2013
Twisted particle filters N. Whiteley Anthony Lee 38 41 0 30 Sep 2012
Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems Carles Bretó E. Ionides 67 43 0 28 Feb 2010
Iterated filtering E. Ionides A. Bhadra Yves F. Atchadé A. King 81 145 0 02 Feb 2009
Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems T. Bengtsson Peter J. Bickel Bo Li 80 420 0 20 May 2008
Time series analysis via mechanistic models Carles Bretó D. He E. Ionides A. King AI4TS 120 213 0 31 Jan 2008