Unbiased Smoothing using Particle Independent Metropolis-Hastings

Unbiased Smoothing using Particle Independent Metropolis-Hastings

5 February 2019

Lawrence Middleton

George Deligiannidis

Pierre E. Jacob

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Papers citing "Unbiased Smoothing using Particle Independent Metropolis-Hastings"

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Title
Conditional sampling within generative diffusion models Zheng Zhao Ziwei Luo Jens Sjölund Thomas B. Schon DiffM VLM 253 4 0 20 Feb 2025
Unbiased Estimation using Underdamped Langevin Dynamics Hamza Ruzayqat Neil K. Chada Ajay Jasra 70 5 0 14 Jun 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
Bounding Wasserstein distance with couplings N. Biswas Lester W. Mackey 64 8 0 06 Dec 2021
Simulating Diffusion Bridges with Score Matching J. Heng Valentin De Bortoli Arnaud Doucet James Thornton 109 45 0 14 Nov 2021
Adaptation of the Tuning Parameter in General Bayesian Inference with Robust Divergence S. Yonekura S. Sugasawa 105 25 0 13 Jun 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
Metropolis-Hastings transition kernel couplings J. O'Leary Guanyang Wang 49 6 0 31 Jan 2021
Maximal couplings of the Metropolis-Hastings algorithm J. O'Leary Guanyang Wang Pierre E. Jacob 67 22 0 16 Oct 2020
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
Exact Convergence Rate Analysis of the Independent Metropolis-Hastings Algorithms Guanyang Wang 63 9 0 06 Aug 2020
An invitation to sequential Monte Carlo samplers Chenguang Dai J. Heng Pierre E. Jacob N. Whiteley 129 68 0 23 Jul 2020
Estimating Convergence of Markov chains with L-Lag Couplings N. Biswas Pierre E. Jacob Paul Vanetti 58 49 0 23 May 2019
Unbiased Markov chain Monte Carlo for intractable target distributions Lawrence Middleton George Deligiannidis Arnaud Doucet Pierre E. Jacob 66 33 0 23 Jul 2018