93 citations · 746 across the 53 of their papers we have counts for
Showing 2007 · math.NAShow all
2 papers · 2 filters
math.NA2007
Variance reduction for particle filters of systems with time-scale separation
Dror Givon, Panagiotis Stinis, Jonathan Weare
We present a particle filter construction for a system that exhibits time-scale separation. The separation of time-scales allows two simplifications that we exploit: i) The use of…
math.NA2007★ 18 cited
Efficient Monte Carlo sampling by parallel marginalization
Jonathan Weare
Markov chain Monte Carlo sampling methods often suffer from long correlation times. Consequently, these methods must be run for many steps to generate an independent sample. In thi…