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Importance sampling type estimators based on approximate marginal MCMC
v1v2v3v4v5v6 (latest)

Importance sampling type estimators based on approximate marginal MCMC

8 September 2016
M. Vihola
Jouni Helske
Jordan Franks
ArXiv (abs)PDFHTML

Papers citing "Importance sampling type estimators based on approximate marginal MCMC"

11 / 11 papers shown
On resampling schemes for particle filters with weakly informative
  observations
On resampling schemes for particle filters with weakly informative observationsAnnals of Statistics (Ann. Stat.), 2022
Nicolas Chopin
Sumeetpal S. Singh
Tomás Soto
M. Vihola
357
12
0
18 Mar 2022
Unbiased Parameter Inference for a Class of Partially Observed
  Levy-Process Models
Unbiased Parameter Inference for a Class of Partially Observed Levy-Process ModelsFoundations of Data Science (FODS), 2021
Hamza Ruzayqat
Ajay Jasra
237
4
0
27 Dec 2021
Warped Gradient-Enhanced Gaussian Process Surrogate Models for
  Exponential Family Likelihoods with Intractable Normalizing Constants
Warped Gradient-Enhanced Gaussian Process Surrogate Models for Exponential Family Likelihoods with Intractable Normalizing ConstantsBayesian Analysis (BA), 2021
Quan Vu
M. Moores
A. Zammit‐Mangion
332
2
0
10 May 2021
On MCMC for variationally sparse Gaussian processes: A pseudo-marginal
  approach
On MCMC for variationally sparse Gaussian processes: A pseudo-marginal approach
Karla Monterrubio-Gómez
S. Wade
210
2
0
04 Mar 2021
bssm: Bayesian Inference of Non-linear and Non-Gaussian State Space
  Models in R
bssm: Bayesian Inference of Non-linear and Non-Gaussian State Space Models in RThe R Journal (R Journal), 2021
Jouni Helske
M. Vihola
304
8
0
21 Jan 2021
Efficient Bayesian generalized linear models with time-varying
  coefficients: The walker package in R
Efficient Bayesian generalized linear models with time-varying coefficients: The walker package in RSoftwareX (SoftwareX), 2020
Jouni Helske
KELM
106
2
0
15 Sep 2020
Graphical model inference: Sequential Monte Carlo meets deterministic
  approximations
Graphical model inference: Sequential Monte Carlo meets deterministic approximations
Fredrik Lindsten
Jouni Helske
M. Vihola
250
14
0
08 Jan 2019
Unbiased inference for discretely observed hidden Markov model
  diffusions
Unbiased inference for discretely observed hidden Markov model diffusions
Neil K. Chada
Jordan Franks
Ajay Jasra
K. Law
M. Vihola
590
32
0
26 Jul 2018
Importance sampling correction versus standard averages of reversible
  MCMCs in terms of the asymptotic variance
Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance
Jordan Franks
M. Vihola
447
17
0
29 Jun 2017
Unbiased estimators and multilevel Monte Carlo
Unbiased estimators and multilevel Monte Carlo
M. Vihola
465
72
0
03 Dec 2015
Efficiency of delayed-acceptance random walk Metropolis algorithms
Efficiency of delayed-acceptance random walk Metropolis algorithms
Chris Sherlock
Alexandre Hoang Thiery
Andrew Golightly
304
16
0
26 Jun 2015
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