71 citations · 604 across the 67 of their papers we have counts for
Showing 2016 · stat.COShow all
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stat.CO2016★ 6 cited
On the Pitfalls of Nested Monte Carlo
Tom Rainforth, Robert Cornish, Hongseok Yang +1
There is an increasing interest in estimating expectations outside of the classical inference framework, such as for models expressed as probabilistic programs. Many of these conte…
stat.CO2016★ 10 cited
Interacting Particle Markov Chain Monte Carlo
Tom Rainforth, Christian A. Naesseth, Fredrik Lindsten +4
We introduce interacting particle Markov chain Monte Carlo (iPMCMC), a PMCMC method based on an interacting pool of standard and conditional sequential Monte Carlo samplers. Like r…