Sequential Monte Carlo with transformations

20 December 2016

Papers citing "Sequential Monte Carlo with transformations"

11 / 11 papers shown

Title
On the utility of Metropolis-Hastings with asymmetric acceptance ratio Christophe Andrieu Arnaud Doucet S. Yıldırım Nicolas Chopin 36 17 0 26 Mar 2018
Online Bayesian phylogenetic inference: theoretical foundations via Sequential Monte Carlo Vu C. Dinh A. Darling Frederick Albert Matsen IV 55 29 0 26 Oct 2016
Importance Sampling: Intrinsic Dimension and Computational Cost S. Agapiou O. Papaspiliopoulos D. Sanz-Alonso Andrew M. Stuart 58 161 0 19 Nov 2015
Gibbs flow for approximate transport with applications to Bayesian computation J. Heng Arnaud Doucet Y. Pokern OT 48 47 0 29 Sep 2015
Variance estimation in the particle filter Anthony Lee N. Whiteley 28 43 0 01 Sep 2015
Bayesian model comparison with un-normalised likelihoods R. Everitt A. M. Johansen Ellen Rowing Melina Evdemon-Hogan 64 28 0 01 Apr 2015
Sequential Monte Carlo for Graphical Models C. A. Naesseth Fredrik Lindsten Thomas B. Schon 82 49 0 03 Feb 2014
On the Stability of Sequential Monte Carlo Methods in High Dimensions A. Beskos Dan Crisan Ajay Jasra 99 171 0 21 Mar 2011
The pseudo-marginal approach for efficient Monte Carlo computations Christophe Andrieu Gareth O. Roberts 148 890 0 31 Mar 2009
Sharp failure rates for the bootstrap particle filter in high dimensions Peter J. Bickel Bo Li T. Bengtsson 128 202 0 21 May 2008
Convergence of adaptive mixtures of importance sampling schemes Randal Douc Arnaud Guillin Jean-Michel Marin Christian P. Robert 569 114 0 06 Aug 2007