De-Sequentialized Monte Carlo: a parallel-in-time particle smoother

De-Sequentialized Monte Carlo: a parallel-in-time particle smoother

4 February 2022

Adrien Corenflos

Simo Särkkä

Papers citing "De-Sequentialized Monte Carlo: a parallel-in-time particle smoother"

6 / 6 papers shown

Title
Using Autodiff to Estimate Posterior Moments, Marginals and Samples Sam Bowyer Thomas Heap Laurence Aitchison 22 1 0 26 Oct 2023
Auxiliary MCMC and particle Gibbs samplers for parallelisable inference in latent dynamical systems Adrien Corenflos Simo Särkkä 8 0 0 01 Mar 2023
Temporal Parallelisation of the HJB Equation and Continuous-Time Linear Quadratic Control Simo Särkkä Á. F. García-Fernández 23 0 0 22 Dec 2022
A divide and conquer sequential Monte Carlo approach to high dimensional filtering F. R. Crucinio A. M. Johansen 16 3 0 25 Nov 2022
The divide-and-conquer sequential Monte Carlo algorithm: theoretical properties and limit theorems Juan Kuntz F. R. Crucinio A. M. Johansen 11 11 0 29 Oct 2021
Temporal Parallelization of Bayesian Smoothers Simo Särkkä Á. F. García-Fernández 122 39 0 30 May 2019