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On the Convergence of Adaptive Sequential Monte Carlo Methods
The Annals of Applied Probability (Ann. Appl. Probab.), 2013
27 June 2013
A. Beskos
Ajay Jasra
N. Kantas
Alexandre Hoang Thiery
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Papers citing
"On the Convergence of Adaptive Sequential Monte Carlo Methods"
48 / 48 papers shown
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Self-reinforced polynomial approximation methods for concentrated probability densities
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Tensor-train methods for sequential state and parameter learning in state-space models
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267
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24 Jan 2023
Bayesian score calibration for approximate models
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10 Nov 2022
Finite Sample Complexity of Sequential Monte Carlo Estimators on Multimodal Target Distributions
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205
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Mohammad Khalil
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Xuqing Wu
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Cosmin Safta
Yueqin Huang
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Annealed Flow Transport Monte Carlo
International Conference on Machine Learning (ICML), 2021
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Arnaud Doucet
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Accelerating sequential Monte Carlo with surrogate likelihoods
Statistics and computing (Stat. Comput.), 2020
Joshua J. Bon
Anthony Lee
Christopher C. Drovandi
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An invitation to sequential Monte Carlo samplers
Chenguang Dai
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Pierre E. Jacob
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Spectral Gap of Replica Exchange Langevin Diffusion on Mixture Distributions
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Xin T. Tong
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29 Jun 2020
Generalized Parallel Tempering on Bayesian Inverse Problems
Statistics and computing (Stat. Comput.), 2020
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Steve Kroon
130
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Variance Estimation in Adaptive Sequential Monte Carlo
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A. Guyader
137
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Sequential Ensemble Transform for Bayesian Inverse Problems
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Multilevel Sequential Importance Sampling for Rare Event Estimation
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Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo
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Vector operations for accelerating expensive Bayesian computations -- a tutorial guide
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Scott A. Sisson
Christopher Drovandi Queensland University of Technology
293
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Adaptive Tuning Of Hamiltonian Monte Carlo Within Sequential Monte Carlo
Alexander K. Buchholz
Nicolas Chopin
Pierre E. Jacob
314
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Global consensus Monte Carlo
Lewis J. Rendell
A. M. Johansen
Anthony Lee
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24 Jul 2018
A practical example for the non-linear Bayesian filtering of model parameters
Matthieu Bulté
J. Latz
E. Ullmann
226
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Unbiased and Consistent Nested Sampling via Sequential Monte Carlo
R. Salomone
Leah F. South
A. M. Johansen
Christopher C. Drovandi
Dirk P. Kroese
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Subsampling Sequential Monte Carlo for Static Bayesian Models
David Gunawan
Khue-Dung Dang
M. Quiroz
Robert Kohn
Minh-Ngoc Tran
415
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08 May 2018
Bayesian parameter identification in Cahn-Hilliard models for biological growth
Christian Kahle
K. F. Lam
J. Latz
E. Ullmann
364
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08 May 2018
Finite Sample Complexity of Sequential Monte Carlo Estimators
J. Marion
Joseph Mathews
S. Schmidler
277
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Particle Filtering for Stochastic Navier-Stokes Signal Observed with Linear Additive Noise
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Ajay Jasra
243
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Multilevel Sequential
2
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I. Papaioannou
E. Ullmann
247
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Controlled Sequential Monte Carlo
J. Heng
A. Bishop
George Deligiannidis
Arnaud Doucet
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Advanced Multilevel Monte Carlo Methods
Ajay Jasra
K. Law
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Learning of state-space models with highly informative observations: a tempered Sequential Monte Carlo solution
Andreas Svensson
Thomas B. Schon
Fredrik Lindsten
214
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Monte Carlo Confidence Sets for Identified Sets
Xiaohong Chen
T. Christensen
E. Tamer
295
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Rare Event Simulation and Splitting for Discontinuous Random Variables
Clément Walter
219
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03 Jul 2015
Biased Online Parameter Inference for State-Space Models
Yan Zhou
Ajay Jasra
355
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Particle Metropolis-adjusted Langevin algorithms
Christopher Nemeth
Chris Sherlock
Paul Fearnhead
458
25
0
23 Dec 2014
Sequential Monte Carlo Methods for Bayesian Elliptic Inverse Problems
Statistics and computing (Stat Comput), 2014
A. Beskos
Ajay Jasra
Ege A. Muzaffer
Andrew M. Stuart
208
79
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15 Dec 2014
Fluctuation Analysis of Adaptive Multilevel Splitting
Frédéric Cérou
A. Guyader
309
32
0
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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
290
46
0
19 Jun 2014
An adaptive truncation method for inference in Bayesian nonparametric models
Statistics and computing (Stat. Comput.), 2013
Jim Griffin
TPM
290
37
0
09 Aug 2013
Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A case study for the Navier-Stokes equations
N. Kantas
A. Beskos
Ajay Jasra
247
111
0
23 Jul 2013
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