720 citations · 1.4k across the 27 of their papers we have counts for
3 papers · 1 filter
Scalable Monte Carlo inference for state-space models
Sinan Yıldırım, Christophe Andrieu, Arnaud Doucet
We present an original simulation-based method to estimate likelihood ratios efficiently for general state-space models. Our method relies on a novel use of the conditional Sequent…
Hypocoercivity of Piecewise Deterministic Markov Process-Monte Carlo
Christophe Andrieu, Alain Durmus, Nikolas Nüsken +1
In this work, we establish -exponential convergence for a broad class of Piecewise Deterministic Markov Processes recently proposed in the context of Markov Process M…
On the utility of Metropolis-Hastings with asymmetric acceptance ratio
Christophe Andrieu, Arnaud Doucet, Sinan Yıldırım +1
The Metropolis-Hastings algorithm allows one to sample asymptotically from any probability distribution . There has been recently much work devoted to the development of variant…