71 citations · 604 across the 67 of their papers we have counts for
3 papers · 1 filter
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…
Probabilistic structure discovery in time series data
David Janz, Brooks Paige, Tom Rainforth +2
Existing methods for structure discovery in time series data construct interpretable, compositional kernels for Gaussian process regression models. While the learned Gaussian proce…
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…