61 citations · 294 across the 31 of their papers we have counts for
Showing 2016Show all
2 papers · 1 filter
math.ST2016★ 4 cited
Sampling normalizing constants in high dimensions using inhomogeneous diffusions
Christophe Andrieu, James Ridgway, Nick Whiteley
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of t…
stat.ME2016
An algorithm for approximating the second moment of the normalizing constant estimate from a particle filter
Svetoslav Kostov, Nick Whiteley
We propose a new algorithm for approximating the non-asymptotic second moment of the marginal likelihood estimate, or normalizing constant, provided by a particle filter. The compu…