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Particle Metropolis-adjusted Langevin algorithms
23 December 2014
Christopher Nemeth
Chris Sherlock
Paul Fearnhead
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Papers citing
"Particle Metropolis-adjusted Langevin algorithms"
14 / 14 papers shown
Title
Efficiently handling constraints with Metropolis-adjusted Langevin algorithm
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Accelerating inference for stochastic kinetic models
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Andrew Golightly
Chris Sherlock
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Continuous close-range 3D object pose estimation
Bjarne Großmann
Francesco Rovida
V. Krüger
120
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02 Oct 2020
Simulation-based inference methods for partially observed Markov model via the R package is2
Bernhard Bergmair
Johann Hoffelner
Siegfried Silber
119
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0
07 Nov 2018
Large Sample Asymptotics of the Pseudo-Marginal Method
Sebastian M. Schmon
George Deligiannidis
Arnaud Doucet
M. Pitt
68
31
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26 Jun 2018
Correlated pseudo-marginal Metropolis-Hastings using quasi-Newton proposals
J. Dahlin
A. Wills
B. Ninness
39
0
0
26 Jun 2018
Constructing Metropolis-Hastings proposals using damped BFGS updates
J. Dahlin
A. Wills
B. Ninness
60
2
0
04 Jan 2018
Particle Filters and Data Assimilation
Paul Fearnhead
H. Kunsch
83
82
0
13 Sep 2017
Hamiltonian Monte Carlo with Energy Conserving Subsampling
Khue-Dung Dang
M. Quiroz
Robert Kohn
Minh-Ngoc Tran
M. Villani
118
62
0
02 Aug 2017
A Common Derivation for Markov Chain Monte Carlo Algorithms with Tractable and Intractable Targets
K. Tran
BDL
69
2
0
07 Jul 2016
Getting Started with Particle Metropolis-Hastings for Inference in Nonlinear Dynamical Models
J. Dahlin
Thomas B. Schon
97
25
0
05 Nov 2015
Quasi-Newton particle Metropolis-Hastings
J. Dahlin
Fredrik Lindsten
Thomas B. Schon
155
9
0
12 Feb 2015
Augmentation Schemes for Particle MCMC
Paul Fearnhead
Loukia Meligkotsidou
90
19
0
29 Aug 2014
Exploiting Multi-Core Architectures for Reduced-Variance Estimation with Intractable Likelihoods
Nial Friel
Antonietta Mira
Chris J. Oates
102
26
0
20 Aug 2014
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