2 papers
stat.ME2026
Robust, partially alive particle Metropolis-Hastings via the Frankenfilter
Chris Sherlock, Andrew Golightly, Anthony Lee
When a hidden Markov model permits the conditional likelihood of an observation given the hidden process to be zero, all particle simulations from one observation time to the next…
stat.CO2025
Knots and variance ordering of sequential Monte Carlo algorithms
Joshua J Bon, Anthony Lee
Sequential Monte Carlo algorithms, or particle filters, are widely used for approximating intractable integrals, particularly those arising in Bayesian inference and state-space mo…