32 citations · 182 across the 41 of their papers we have counts for
4 papers · 1 filter
Cost free hyper-parameter selection/averaging for Bayesian inverse problems with vanilla and Rao-Blackwellized SMC Samplers
Alessandro Viani, Adam M Johansen, Alberto Sorrentino
In Bayesian inverse problems, one aims at characterizing the posterior distribution of a set of unknowns, given indirect measurements. For non-linear/non-Gaussian problems, analyti…
A divide and conquer sequential Monte Carlo approach to high dimensional filtering
Francesca R. Crucinio, Adam M. Johansen
We propose a divide-and-conquer approach to filtering which decomposes the state variable into low-dimensional components to which standard particle filtering tools can be successf…
Solving Fredholm Integral Equations of the First Kind via Wasserstein Gradient Flows
Francesca R. Crucinio, Valentin De Bortoli, Arnaud Doucet +1
Solving Fredholm equations of the first kind is crucial in many areas of the applied sciences. In this work we adopt a probabilistic and variational point of view by considering a…
Particle algorithms for maximum likelihood training of latent variable models
Juan Kuntz, Jen Ning Lim, Adam M. Johansen
(Neal and Hinton, 1998) recast maximum likelihood estimation of any given latent variable model as the minimization of a free energy functional , and the EM algorithm as coordin…