207 citations · 565 across the 24 of their papers we have counts for
Showing 2014 · stat.COShow all
2 papers · 2 filters
stat.CO2014★ 7 cited
Perfect simulation using atomic regeneration with application to Sequential Monte Carlo
Anthony Lee, Arnaud Doucet, Krzysztof Łatuszyński
Consider an irreducible, Harris recurrent Markov chain of transition kernel Π and invariant probability measure π. If Π satisfies a minorization condition, then the split chain all…
stat.CO2014★ 3 cited
Forest resampling for distributed sequential Monte Carlo
Anthony Lee, Nick Whiteley
This paper brings explicit considerations of distributed computing architectures and data structures into the rigorous design of Sequential Monte Carlo (SMC) methods. A theoretical…