Improving Population Monte Carlo: Alternative Weighting and Resampling
Schemes

Improving Population Monte Carlo: Alternative Weighting and Resampling Schemes

10 July 2016

Papers citing "Improving Population Monte Carlo: Alternative Weighting and Resampling Schemes"

11 / 11 papers shown

Title
Learning state and proposal dynamics in state-space models using differentiable particle filters and neural networks Benjamin Cox Santiago Segarra Victor Elvira 112 0 0 23 Nov 2024
The Harmonic Exponential Filter for Nonparametric Estimation on Motion Groups Miguel A. Saavedra-Ruiz Steven A. Parkison Ria Arora James Richard Forbes Liam Paull 64 0 0 01 Aug 2024
Generalized Multiple Importance Sampling Victor Elvira Luca Martino D. Luengo M. Bugallo 51 144 0 10 Nov 2015
Efficient Multiple Importance Sampling Estimators Victor Elvira Luca Martino D. Luengo M. Bugallo 54 75 0 20 May 2015
Fighting Sample Degeneracy and Impoverishment in Particle Filters: A Review of Intelligent Approaches Tiancheng Li Shudong Sun T. Sattar J. Corchado 70 225 0 12 Aug 2013
A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic models E. Koblents Joaquín Míguez 51 77 0 28 Aug 2012
On adaptive resampling strategies for sequential Monte Carlo methods P. Del Moral Arnaud Doucet Ajay Jasra 55 181 0 02 Mar 2012
Adaptive Multiple Importance Sampling J. Cornuet Jean-Michel Marin Antonietta Mira Christian P. Robert 84 263 0 07 Jul 2009
Generalized Rejection Sampling Schemes and Applications in Signal Processing Luca Martino Joaquín Míguez 109 47 0 08 Apr 2009
Adaptive Importance Sampling in General Mixture Classes Olivier Cappé Randal Douc Arnaud Guillin Jean-Michel Marin Christian P. Robert 158 305 0 23 Oct 2007
Convergence of adaptive mixtures of importance sampling schemes Randal Douc Arnaud Guillin Jean-Michel Marin Christian P. Robert 564 114 0 06 Aug 2007