Marginalized particle Gibbs for multiple state-space models coupled
through shared parameters

Marginalized particle Gibbs for multiple state-space models coupled through shared parameters

13 October 2022

Fredrik Lindsten

Papers citing "Marginalized particle Gibbs for multiple state-space models coupled through shared parameters"

7 / 7 papers shown

Title
Parameter elimination in particle Gibbs sampling A. Wigren Riccardo Sven Risuleo Lawrence M. Murray Fredrik Lindsten 68 15 0 30 Oct 2019
Elements of Sequential Monte Carlo C. A. Naesseth Fredrik Lindsten Thomas B. Schon 51 97 0 12 Mar 2019
Automated learning with a probabilistic programming language: Birch Lawrence M. Murray Thomas B. Schon 34 62 0 02 Oct 2018
An Introduction to Probabilistic Programming Jan-Willem van de Meent Brooks Paige Hongseok Yang Frank Wood GP 48 196 0 27 Sep 2018
Particle Gibbs with Ancestor Sampling Fredrik Lindsten Michael I. Jordan Thomas B. Schon 90 252 0 03 Jan 2014
The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo Matthew D. Hoffman Andrew Gelman 147 4,275 0 18 Nov 2011
On Particle Learning Nicolas Chopin A. Iacobucci Jean-Michel Marin Kerrie Mengersen Christian P. Robert Robin J. Ryder Christian Schafer 96 28 0 03 Jun 2010