The divide-and-conquer sequential Monte Carlo algorithm: theoretical properties and limit theorems

29 October 2021

Papers citing "The divide-and-conquer sequential Monte Carlo algorithm: theoretical properties and limit theorems"

17 / 17 papers shown

Title
De-Sequentialized Monte Carlo: a parallel-in-time particle smoother Adrien Corenflos Nicolas Chopin Simo Särkkä 54 7 0 04 Feb 2022
Product-form estimators: exploiting independence to scale up Monte Carlo Juan Kuntz F. R. Crucinio A. M. Johansen 80 11 0 23 Feb 2021
Design based incomplete U-statistics Xiangshun Kong Wei Zheng 30 9 0 10 Aug 2020
Asymptotically exact data augmentation: models, properties and algorithms Maxime Vono N. Dobigeon P. Chainais 50 27 0 15 Feb 2019
Global consensus Monte Carlo Lewis J. Rendell A. M. Johansen Anthony Lee N. Whiteley 41 40 0 24 Jul 2018
Large Sample Asymptotics of the Pseudo-Marginal Method Sebastian M. Schmon George Deligiannidis Arnaud Doucet M. Pitt 51 31 0 26 Jun 2018
Tensor Monte Carlo: particle methods for the GPU era Laurence Aitchison BDL DRL 42 13 0 22 Jun 2018
Particle Filters and Data Assimilation Paul Fearnhead H. Kunsch 53 81 0 13 Sep 2017
Negative association, ordering and convergence of resampling methods Mathieu Gerber Nicolas Chopin N. Whiteley 34 73 0 06 Jul 2017
Joining and splitting models with Markov melding Robert J. B. Goudie A. Presanis David J. Lunn Daniela De Angelis L. Wernisch 40 29 0 22 Jul 2016
Inference Networks for Sequential Monte Carlo in Graphical Models Brooks Paige Frank Wood BDL 135 110 0 22 Feb 2016
The iterated auxiliary particle filter Pieralberto Guarniero A. M. Johansen Anthony Lee OffRL 54 105 0 19 Nov 2015
Variance estimation in the particle filter Anthony Lee N. Whiteley 28 43 0 01 Sep 2015
On Particle Methods for Parameter Estimation in State-Space Models N. Kantas Arnaud Doucet Sumeetpal S. Singh J. Maciejowski Nicolas Chopin 61 433 0 30 Dec 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 66 45 0 19 Jun 2014
Asymptotically Exact, Embarrassingly Parallel MCMC Willie Neiswanger Chong-Jun Wang Eric Xing FedML 77 330 0 19 Nov 2013
The pseudo-marginal approach for efficient Monte Carlo computations Christophe Andrieu Gareth O. Roberts 152 894 0 31 Mar 2009