2 papers
stat.CO2019
Particle filter with rejection control and unbiased estimator of the marginal likelihood
Jan Kudlicka, Lawrence M. Murray, Thomas B. Schön +1
We consider the combined use of resampling and partial rejection control in sequential Monte Carlo methods, also known as particle filters. While the variance reducing properties o…
stat.CO2019
Probabilistic programming for birth-death models of evolution using an alive particle filter with delayed sampling
Jan Kudlicka, Lawrence M. Murray, Fredrik Ronquist +1
We consider probabilistic programming for birth-death models of evolution and introduce a new widely-applicable inference method that combines an extension of the alive particle fi…