23 citations · 104 across the 19 of their papers we have counts for
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stat.ME2023
Population Monte Carlo with Normalizing Flow
Soumyasundar Pal, Antonios Valkanas, Mark Coates
Adaptive importance sampling (AIS) methods provide a useful alternative to Markov Chain Monte Carlo (MCMC) algorithms for performing inference of intractable distributions. Populat…
stat.ME2018★ 21 cited
Invertible Particle Flow-based Sequential MCMC with extension to Gaussian Mixture noise models
Yunpeng Li, Soumyasundar Pal, Mark Coates
Sequential state estimation in non-linear and non-Gaussian state spaces has a wide range of applications in statistics and signal processing. One of the most effective non-linear f…