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math.ST2025
Self-Organizing State-Space Models with Artificial Dynamics
Yuan Chen, Mathieu Gerber, Christophe Andrieu +1
We consider the problem of performing parameter and state inference in a state-space model (SSM) parametrized by a static parameter . A popular idea to address this problem con…
math.ST2025
On the Asymptotics of Importance Weighted Variational Inference
Badr-Eddine Cherief-Abdellatif, Randal Douc, Arnaud Doucet +1
For complex latent variable models, the likelihood function is not available in closed form. In this context, a popular method to perform parameter estimation is Importance Weighte…