On embedded hidden Markov models and particle Markov chain Monte Carlo methods

27 October 2016

Papers citing "On embedded hidden Markov models and particle Markov chain Monte Carlo methods"

5 / 5 papers shown

Title
Differentiable Particle Filtering via Entropy-Regularized Optimal Transport Adrien Corenflos James Thornton George Deligiannidis Arnaud Doucet OT 91 70 0 15 Feb 2021
Ensemble Rejection Sampling George Deligiannidis Arnaud Doucet Sylvain Rubenthaler BDL 40 5 0 24 Jan 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
Sampling latent states for high-dimensional non-linear state space models with the embedded HMM method Alexander Y. Shestopaloff Radford M. Neal 59 13 0 19 Feb 2016