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stat.CO2025
Particle Hamiltonian Monte Carlo
Alaa Amri, Víctor Elvira, Amy L. Wilson
In Bayesian inference, Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm known for its efficiency in sampling from complex probability distributi…
stat.CO2023
Designing Proposal Distributions for Particle Filters using Integrated Nested Laplace Approximation
Alaa Amri
State-space models are used to describe and analyse dynamical systems. They are ubiquitously used in many scientific fields such as signal processing, finance and ecology to name a…