Sampling latent states for high-dimensional non-linear state space
models with the embedded HMM method

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Sampling latent states for high-dimensional non-linear state space models with the embedded HMM method

19 February 2016

Alexander Y. Shestopaloff

Radford M. Neal

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Papers citing "Sampling latent states for high-dimensional non-linear state space models with the embedded HMM method"

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Title
NEO: Non Equilibrium Sampling on the Orbit of a Deterministic Transform Achille Thin Yazid Janati Sylvain Le Corff Charles Ollion Arnaud Doucet Alain Durmus Eric Moulines C. Robert 77 7 0 17 Mar 2021
Unbiased Gradient Estimation for Variational Auto-Encoders using Coupled Markov Chains Francisco J. R. Ruiz Michalis K. Titsias taylan. cemgil Arnaud Doucet BDL DRL 65 14 0 05 Oct 2020
Replica Conditional Sequential Monte Carlo Alexander Y. Shestopaloff Arnaud Doucet 62 3 0 13 May 2019
Limit theorems for sequential MCMC methods Axel Finke Arnaud Doucet A. M. Johansen 103 17 0 03 Jul 2018
On embedded hidden Markov models and particle Markov chain Monte Carlo methods Axel Finke Arnaud Doucet A. M. Johansen 64 11 0 27 Oct 2016
Efficient data augmentation for fitting stochastic epidemic models to prevalence data J. Fintzi Xiang Cui J. Wakefield V. Minin 15 33 0 26 Jun 2016