Augmentation Schemes for Particle MCMC

29 August 2014

Papers citing "Augmentation Schemes for Particle MCMC"

6 / 6 papers shown

Title
Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes Andrew Golightly Chris Sherlock 65 3 0 11 Sep 2020
Conditional particle filters with diffuse initial distributions Santeri Karppinen M. Vihola 42 3 0 26 Jun 2020
Parameter elimination in particle Gibbs sampling A. Wigren Riccardo Sven Risuleo Lawrence M. Murray Fredrik Lindsten 78 15 0 30 Oct 2019
Particle Filters and Data Assimilation Paul Fearnhead H. Kunsch 83 82 0 13 Sep 2017
Accelerating pseudo-marginal Metropolis-Hastings by correlating auxiliary variables J. Dahlin Fredrik Lindsten J. Kronander Thomas B. Schon 86 37 0 17 Nov 2015
On Particle Methods for Parameter Estimation in State-Space Models N. Kantas Arnaud Doucet Sumeetpal S. Singh J. Maciejowski Nicolas Chopin 119 435 0 30 Dec 2014