37 citations · 51 across the 3 of their papers we have counts for
3 papers
The Alive Particle Filter
Ajay Jasra, Anthony Lee, Christopher Yau +1
In the following article we develop a particle filter for approximating Feynman-Kac models with indicator potentials. Examples of such models include approximate Bayesian computati…
Feynman-Kac particle integration with geometric interacting jumps
Pierre Del Moral, Pierre E. Jacob, Anthony Lee +2
This article is concerned with the design and analysis of discrete time Feynman-Kac particle integration models with geometric interacting jump processes. We analyze two general ty…
A Hierarchical Bayesian Framework for Constructing Sparsity-inducing Priors
Anthony Lee, Francois Caron, Arnaud Doucet +1
Variable selection techniques have become increasingly popular amongst statisticians due to an increased number of regression and classification applications involving high-dimensi…