362 citations · 635 across the 29 of their papers we have counts for
3 papers · 2 filters
De-biasing particle filtering for a continuous time hidden Markov model with a Cox process observation model
Ruiyang Jin, Sumeetpal S. Singh, Nicolas Chopin
We develop a (nearly) unbiased particle filtering algorithm for a specific class of continuous-time state-space models, such that (a) the latent process is a linear Gaussian…
Bayesian Deep Learning with Multilevel Trace-class Neural Networks
Neil K. Chada, Ajay Jasra, Kody J. H. Law +1
In this article we consider Bayesian inference associated to deep neural networks (DNNs) and in particular, trace-class neural network (TNN) priors which can be preferable to tradi…
On resampling schemes for particle filters with weakly informative observations
Nicolas Chopin, Sumeetpal S. Singh, Tomás Soto +1
We consider particle filters with weakly informative observations (or `potentials') relative to the latent state dynamics. The particular focus of this work is on particle filters…