86 citations · 121 across the 27 of their papers we have counts for
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stat.ME2014
Particle Metropolis-adjusted Langevin algorithms
Christopher Nemeth, Chris Sherlock, Paul Fearnhead
This paper proposes a new sampling scheme based on Langevin dynamics that is applicable within pseudo-marginal and particle Markov chain Monte Carlo algorithms. We investigate this…
stat.CO2014★ 10 cited
Particle Metropolis adjusted Langevin algorithms for state space models
Chris Nemeth, Paul Fearnhead
Particle MCMC is a class of algorithms that can be used to analyse state-space models. They use MCMC moves to update the parameters of the models, and particle filters to propose v…