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20202026
most citedGeneralizing self-normalized importance sampling with couplings

1 citations · 1 across the 6 of their papers we have counts for

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stat.CO2020

Optimized Auxiliary Particle Filters: adapting mixture proposals via convex optimization

Nicola Branchini, Víctor Elvira

Auxiliary particle filters (APFs) are a class of sequential Monte Carlo (SMC) methods for Bayesian inference in state-space models. In their original derivation, APFs operate in an…