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stat.CO2022
The Lifebelt Particle Filter for robust estimation from low-valued count data
Alice Corbella, Trevelyan J. McKinley, Paul J. Birrell +4
Particle filtering methods can be applied to estimation problems in discrete spaces on bounded domains, to sample from and marginalise over unknown hidden states. As in continuous…
stat.CO2022
Automatic Zig-Zag sampling in practice
Alice Corbella, Simon E F Spencer, Gareth O Roberts
Novel Monte Carlo methods to generate samples from a target distribution, such as a posterior from a Bayesian analysis, have rapidly expanded in the past decade. Algorithms based o…