56 citations · 58 across the 15 of their papers we have counts for
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stat.CO2024
Guidance for twisted particle filter: a continuous-time perspective
Jianfeng Lu, Yuliang Wang
The particle filter (PF), also known as sequential Monte Carlo (SMC), approximates high-dimensional probability distributions and their normalizing constants in the discrete-time s…
stat.CO2017★ 56 cited
Discontinuous Hamiltonian Monte Carlo for discrete parameters and discontinuous likelihoods
Akihiko Nishimura, David Dunson, Jianfeng Lu
Hamiltonian Monte Carlo has emerged as a standard tool for posterior computation. In this article, we present an extension that can efficiently explore target distributions with di…