A divide and conquer sequential Monte Carlo approach to high dimensional filtering

25 November 2022

Papers citing "A divide and conquer sequential Monte Carlo approach to high dimensional filtering"

20 / 20 papers shown

Title
Auxiliary MCMC and particle Gibbs samplers for parallelisable inference in latent dynamical systems Adrien Corenflos Simo Särkkä 66 0 0 01 Mar 2023
De-Sequentialized Monte Carlo: a parallel-in-time particle smoother Adrien Corenflos Nicolas Chopin Simo Särkkä 63 7 0 04 Feb 2022
The Application of Zig-Zag Sampler in Sequential Markov Chain Monte Carlo Yu Han Kazuyuki Nakamura 42 2 0 18 Nov 2021
The divide-and-conquer sequential Monte Carlo algorithm: theoretical properties and limit theorems Juan Kuntz F. R. Crucinio A. M. Johansen 54 11 0 29 Oct 2021
A Lagged Particle Filter for Stable Filtering of certain High-Dimensional State-Space Models Hamza Ruzayqat A. Er-Raiy A. Beskos Dan Crisan Ajay Jasra N. Kantas 53 10 0 02 Oct 2021
Product-form estimators: exploiting independence to scale up Monte Carlo Juan Kuntz F. R. Crucinio A. M. Johansen 94 11 0 23 Feb 2021
Kernel Operations on the GPU, with Autodiff, without Memory Overflows Benjamin Charlier Jean Feydy J. Glaunès François-David Collin G. Durif 53 178 0 27 Mar 2020
Collective Proposal Distributions for Nonlinear MCMC samplers: Mean-Field Theory and Fast Implementation Grégoire Clarté A. Diez Jean Feydy 48 8 0 18 Sep 2019
An Annealed Sequential Monte Carlo Method for Bayesian Phylogenetics Liangliang Wang Shijia Wang Alexandre Bouchard-Côté 41 33 0 22 Jun 2018
Negative association, ordering and convergence of resampling methods Mathieu Gerber Nicolas Chopin N. Whiteley 50 73 0 06 Jul 2017
High-dimensional Filtering using Nested Sequential Monte Carlo C. A. Naesseth Fredrik Lindsten Thomas B. Schon 73 23 0 29 Dec 2016
Approximate Smoothing and Parameter Estimation in High-Dimensional State-Space Models Axel Finke Sumeetpal S. Singh 79 18 0 28 Jun 2016
The iterated auxiliary particle filter Pieralberto Guarniero A. M. Johansen Anthony Lee OffRL 61 105 0 19 Nov 2015
Convergence of Sequential Quasi-Monte Carlo Smoothing Algorithms Mathieu Gerber Nicolas Chopin 64 16 0 19 Jun 2015
Langevin and Hamiltonian based Sequential MCMC for Efficient Bayesian Filtering in High-dimensional Spaces F. Septier G. Peters 77 58 0 22 Apr 2015
Nested Sequential Monte Carlo Methods C. A. Naesseth Fredrik Lindsten Thomas B. Schon 433 84 0 09 Feb 2015
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 78 45 0 19 Jun 2014
Can local particle filters beat the curse of dimensionality? Patrick Rebeschini R. Handel 121 239 0 28 Jan 2013
Toward Practical N2 Monte Carlo: the Marginal Particle Filter Mike Klaas Nando de Freitas Arnaud Doucet 61 139 0 04 Jul 2012
Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems T. Bengtsson Peter J. Bickel Bo Li 128 421 0 20 May 2008