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Particle Metropolis adjusted Langevin algorithms for state space models

4 February 2014

Christopher Nemeth

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Papers citing "Particle Metropolis adjusted Langevin algorithms for state space models"

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Title
Enhanced SMC $^2$ : Leveraging Gradient Information from Differentiable Particle Filters Within Langevin Proposals Conor Rosato Joshua Murphy Alessandro Varsi P. Horridge Simon Maskell 96 4 0 24 Jul 2024
Efficient Learning of the Parameters of Non-Linear Models using Differentiable Resampling in Particle Filters Conor Rosato Vincent Beraud P. Horridge Thomas B. Schon Simon Maskell 82 14 0 02 Nov 2021
A Common Derivation for Markov Chain Monte Carlo Algorithms with Tractable and Intractable Targets K. Tran BDL 69 2 0 07 Jul 2016
Augmentation Schemes for Particle MCMC Paul Fearnhead Loukia Meligkotsidou 90 19 0 29 Aug 2014
Particle Metropolis-Hastings using gradient and Hessian information J. Dahlin Fredrik Lindsten Thomas B. Schon 164 47 0 04 Nov 2013