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math.NA2022
A randomized multi-index sequential Monte Carlo method
Xinzhu Liang, Shangda Yang, Simon L. Cotter +1
We consider the problem of estimating expectations with respect to a target distribution with an unknown normalizing constant, and where even the unnormalized target needs to be ap…
math.NA2022
Multi-index Sequential Monte Carlo ratio estimators for Bayesian Inverse problems
Kody J. H. Law, Neil Walton, Shangda Yang +1
We consider the problem of estimating expectations with respect to a target distribution with an unknown normalizing constant, and where even the unnormalized target needs to be ap…