Bayesian State-Space Modelling on High-Performance Hardware Using LibBi

14 June 2013

Papers citing "Bayesian State-Space Modelling on High-Performance Hardware Using LibBi"

12 / 12 papers shown

Title
On the role of interaction in sequential Monte Carlo algorithms N. Whiteley Anthony Lee K. Heine 53 69 0 11 Sep 2013
Path storage in the particle filter Pierre E. Jacob Lawrence M. Murray Sylvain Rubenthaler 74 62 0 11 Jul 2013
Parallel resampling in the particle filter Lawrence M. Murray Anthony Lee Pierre E. Jacob 49 139 0 17 Jan 2013
Feynman-Kac particle integration with geometric interacting jumps P. Del Moral Pierre E. Jacob Anthony Lee Lawrence M. Murray G. Peters 69 13 0 30 Nov 2012
MCMC using Hamiltonian dynamics Radford M. Neal 285 3,278 0 09 Jun 2012
GPU acceleration of the particle filter: the Metropolis resampler Lawrence M. Murray 50 35 0 28 Feb 2012
On Disturbance State-Space Models and the Particle Marginal Metropolis-Hastings Sampler Lawrence M. Murray E. Jones J. Parslow 69 31 0 28 Feb 2012
The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo Matthew D. Hoffman Andrew Gelman 142 4,275 0 18 Nov 2011
SMC^2: an efficient algorithm for sequential analysis of state-space models Nicolas Chopin Pierre E. Jacob O. Papaspiliopoulos 70 356 0 07 Jan 2011
Ecological non-linear state space model selection via adaptive particle Markov chain Monte Carlo (AdPMCMC) G. Peters G. Hosack K. Hayes 94 45 0 13 May 2010
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 77 322 0 14 May 2009
Particle Filters for Partially Observed Diffusions Paul Fearnhead O. Papaspiliopoulos Gareth O. Roberts 108 165 0 23 Oct 2007