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Smoothing with Couplings of Conditional Particle Filters

8 January 2017

Pierre E. Jacob

Fredrik Lindsten

Thomas B. Schon

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Papers citing "Smoothing with Couplings of Conditional Particle Filters"

28 / 28 papers shown

Title
Mixing time of the conditional backward sampling particle filter Joona Karjalainen Anthony Lee Sumeetpal S. Singh M. Vihola 46 1 0 29 Dec 2023
Debiasing Piecewise Deterministic Markov Process samplers using couplings Adrien Corenflos Matthew Sutton Nicolas Chopin 44 1 0 27 Jun 2023
On backward smoothing algorithms Hai-Dang Dau Nicolas Chopin 59 10 0 03 Jul 2022
De-Sequentialized Monte Carlo: a parallel-in-time particle smoother Adrien Corenflos Nicolas Chopin Simo Särkkä 68 7 0 04 Feb 2022
The Coupled Rejection Sampler Adrien Corenflos Simo Särkkä 45 4 0 24 Jan 2022
Unbiased Estimation of the Hessian for Partially Observed Diffusions Neil K. Chada Ajay Jasra Fangyuan Yu 75 2 0 06 Sep 2021
Unbiased Estimation of the Gradient of the Log-Likelihood for a Class of Continuous-Time State-Space Models M. Ballesio Ajay Jasra 41 2 0 24 May 2021
On Unbiased Score Estimation for Partially Observed Diffusions J. Heng J. Houssineau Ajay Jasra 61 11 0 11 May 2021
Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo W. van den Boom Ajay Jasra M. De Iorio A. Beskos J. Eriksson 70 9 0 09 Mar 2021
On Unbiased Estimation for Discretized Models J. Heng Ajay Jasra K. Law Alexander Tarakanov 41 21 0 24 Feb 2021
Spatiotemporal blocking of the bouncy particle sampler for efficient inference in state space models Jacob Vorstrup Goldman Sumeetpal S. Singh 40 4 0 08 Jan 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
Double Happiness: Enhancing the Coupled Gains of L-lag Coupling via Control Variates Radu V. Craiu Xiangxu Meng 72 9 0 28 Aug 2020
Simple conditions for convergence of sequential Monte Carlo genealogies with applications Suzie Brown Paul A. Jenkins A. M. Johansen Jere Koskela 74 5 0 30 Jun 2020
Unbiased Filtering of a Class of Partially Observed Diffusions Ajay Jasra K. Law Fangyuan Yu 51 23 0 10 Feb 2020
Estimating Convergence of Markov chains with L-Lag Couplings N. Biswas Pierre E. Jacob Paul Vanetti 58 49 0 23 May 2019
Elements of Sequential Monte Carlo C. A. Naesseth Fredrik Lindsten Thomas B. Schon 75 97 0 12 Mar 2019
Unbiased Smoothing using Particle Independent Metropolis-Hastings Lawrence Middleton George Deligiannidis Arnaud Doucet Pierre E. Jacob 72 22 0 05 Feb 2019
Central Limit Theorems for Coupled Particle Filters Ajay Jasra Fangyuan Yu 59 18 0 11 Oct 2018
Unbiased Markov chain Monte Carlo for intractable target distributions Lawrence Middleton George Deligiannidis Arnaud Doucet Pierre E. Jacob 66 33 0 23 Jul 2018
Learning dynamical systems with particle stochastic approximation EM Andreas Svensson Fredrik Lindsten 102 9 0 25 Jun 2018
Coupled conditional backward sampling particle filter Anthony Lee Sumeetpal S. Singh M. Vihola 98 33 0 15 Jun 2018
Nesting Probabilistic Programs Tom Rainforth TPM 51 24 0 16 Mar 2018
Unbiased Hamiltonian Monte Carlo with couplings J. Heng Pierre E. Jacob 93 64 0 01 Sep 2017
Unbiased Markov chain Monte Carlo with couplings Pierre E. Jacob J. O'Leary Yves F. Atchadé 108 73 0 11 Aug 2017
Probabilistic learning of nonlinear dynamical systems using sequential Monte Carlo Thomas B. Schon Andreas Svensson Lawrence M. Murray Fredrik Lindsten 58 41 0 07 Mar 2017
Importance sampling type estimators based on approximate marginal MCMC M. Vihola Jouni Helske Jordan Franks 90 25 0 08 Sep 2016
Pseudo-Marginal Hamiltonian Monte Carlo Johan Alenlöv Arnaud Doucet Fredrik Lindsten 77 22 0 08 Jul 2016