On the Stability of Sequential Monte Carlo Methods in High Dimensions

21 March 2011

Papers citing "On the Stability of Sequential Monte Carlo Methods in High Dimensions"

14 / 14 papers shown

Title
Sequential Monte Carlo with transformations R. Everitt Richard Culliford F. Medina-Aguayo Daniel J. Wilson 61 14 0 20 Dec 2016
On adaptive resampling strategies for sequential Monte Carlo methods P. Del Moral Arnaud Doucet Ajay Jasra 66 181 0 02 Mar 2012
Error Bounds and Normalizing Constants for Sequential Monte Carlo in High Dimensions A. Beskos Dan Crisan Ajay Jasra N. Whiteley 355 22 0 07 Dec 2011
Stability properties of some particle filters N. Whiteley 71 81 0 30 Sep 2011
Linear Variance Bounds for Particle Approximations of Time-Homogeneous Feynman-Kac Formulae N. Whiteley N. Kantas Ajay Jasra 96 24 0 19 Aug 2011
Sequential Monte Carlo samplers: error bounds and insensitivity to initial conditions N. Whiteley 83 40 0 21 Mar 2011
Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions Natesh S. Pillai Andrew M. Stuart Alexandre Hoang Thiery 87 99 0 02 Mar 2011
Sequential Monte Carlo on large binary sampling spaces Christian Schafer Nicolas Chopin BDL 81 110 0 31 Jan 2011
Free energy Sequential Monte Carlo, application to mixture modelling Nicolas Chopin Pierre E. Jacob 89 8 0 15 Jun 2010
Diffusion limits of the random walk Metropolis algorithm in high dimensions Jonathan C. Mattingly Natesh S. Pillai Andrew M. Stuart 92 114 0 22 Mar 2010
A strong law of large numbers for martingale arrays Yves Atchadé 88 4 0 17 May 2009
On the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods Anthony Lee C. Yau M. Giles Arnaud Doucet Christopher C. Holmes 90 322 0 14 May 2009
Sharp failure rates for the bootstrap particle filter in high dimensions Peter J. Bickel Bo Li T. Bengtsson 128 202 0 21 May 2008
Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems T. Bengtsson Peter J. Bickel Bo Li 103 420 0 20 May 2008