Particle-MALA and Particle-mGRAD: Gradient-based MCMC methods for high-dimensional state-space models

26 January 2024

Adrien Corenflos

Papers citing "Particle-MALA and Particle-mGRAD: Gradient-based MCMC methods for high-dimensional state-space models"

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Title
A convergent scheme for the Bayesian filtering problem based on the Fokker--Planck equation and deep splitting Kasper Bågmark Adam Andersson S. Larsson Filip Rydin 142 0 0 20 Jan 2025
Auxiliary MCMC and particle Gibbs samplers for parallelisable inference in latent dynamical systems Adrien Corenflos Simo Särkkä 53 0 0 01 Mar 2023