47 citations · 219 across the 37 of their papers we have counts for
Showing 2016 · stat.COShow all
2 papers · 2 filters
stat.CO2016
High-dimensional Filtering using Nested Sequential Monte Carlo
Christian A. Naesseth, Fredrik Lindsten, Thomas B. Schön
Sequential Monte Carlo (SMC) methods comprise one of the most successful approaches to approximate Bayesian filtering. However, SMC without good proposal distributions struggle in…
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…