16 citations · 16 across the 1 of their papers we have counts for
3 papers
math.PR2003★ 16 cited
Markov Chain Sampling for Non-linear State Space Models Using Embedded Hidden Markov Models
Radford M. Neal
I describe a new Markov chain method for sampling from the distribution of the state sequences in a non-linear state space model, given the observation sequence. This method update…
physics.data-an2000
Slice Sampling
Radford M. Neal
Markov chain sampling methods that automatically adapt to characteristics of the distribution being sampled can be constructed by exploiting the principle that one can sample from…
physics.comp-ph1998
Annealed Importance Sampling
Radford M. Neal
Simulated annealing - moving from a tractable distribution to a distribution of interest via a sequence of intermediate distributions - has traditionally been used as an inexact me…