30 citations · 91 across the 16 of their papers we have counts for
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stat.CO2019★ 2 cited
Bernoulli Race Particle Filters
Sebastian M Schmon, Arnaud Doucet, George Deligiannidis
When the weights in a particle filter are not available analytically, standard resampling methods cannot be employed. To circumvent this problem state-of-the-art algorithms replace…
stat.CO2018
Large Sample Asymptotics of the Pseudo-Marginal Method
Sebastian M. Schmon, George Deligiannidis, Arnaud Doucet +1
The pseudo-marginal algorithm is a variant of the Metropolis--Hastings algorithm which samples asymptotically from a probability distribution when it is only possible to estimate u…