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On Unbiased Estimation for Discretized Models

On Unbiased Estimation for Discretized Models

24 February 2021
J. Heng
Ajay Jasra
K. Law
Alexander Tarakanov
ArXiv (abs)PDFHTML

Papers citing "On Unbiased Estimation for Discretized Models"

6 / 6 papers shown
Title
A randomized multi-index sequential Monte Carlo method
A randomized multi-index sequential Monte Carlo method
Xin Liang
Shangda Yang
S. Cotter
K. Law
104
2
0
27 Oct 2022
Unbiased Estimation using Underdamped Langevin Dynamics
Unbiased Estimation using Underdamped Langevin Dynamics
Hamza Ruzayqat
Neil K. Chada
Ajay Jasra
70
5
0
14 Jun 2022
Unbiased Multilevel Monte Carlo methods for intractable distributions:
  MLMC meets MCMC
Unbiased Multilevel Monte Carlo methods for intractable distributions: MLMC meets MCMC
Guanyang Wang
T. Wang
89
15
0
11 Apr 2022
Unbiased Estimation of the Gradient of the Log-Likelihood for a Class of
  Continuous-Time State-Space Models
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
On Unbiased Score Estimation for Partially Observed Diffusions
J. Heng
J. Houssineau
Ajay Jasra
54
11
0
11 May 2021
Metropolis-Hastings transition kernel couplings
Metropolis-Hastings transition kernel couplings
J. O'Leary
Guanyang Wang
49
6
0
31 Jan 2021
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