1 citations · 1 across the 4 of their papers we have counts for
4 papers
Resampling in conditional SMC algorithms
Axel Finke, Adam M. Johansen, Anthony Lee +1
Conditional sequential Monte Carlo (CSMC) algorithms arise in particle Markov chain Monte Carlo and a number of related settings. As in standard sequential Monte Carlo (SMC) algori…
Online Rolling Controlled Sequential Monte Carlo
Liwen Xue, Axel Finke, Adam M. Johansen
We introduce methodology for real-time inference in general-state-space hidden Markov models. Specifically, we extend recent advances in controlled sequential Monte Carlo (CSMC) me…
Particle-MALA and Particle-mGRAD: Gradient-based MCMC methods for high-dimensional state-space models
Adrien Corenflos, Axel Finke
State-of-the-art methods for Bayesian inference in state-space models are (a) conditional sequential Monte Carlo (CSMC) algorithms; (b) sophisticated 'classical' MCMC algorithms li…
Efficient sequential Monte Carlo algorithms for integrated population models
Axel Finke, Ruth King, Alexandros Beskos +1
State-space models are commonly used to describe different forms of ecological data. We consider the case of count data with observation errors. For such data the system process is…