207 citations · 303 across the 20 of their papers we have counts for
4 papers · 1 filter
Augmented Ensemble MCMC sampling in Factorial Hidden Markov Models
Kaspar Märtens, Michalis K Titsias, Christopher Yau
Bayesian inference for factorial hidden Markov models is challenging due to the exponentially sized latent variable space. Standard Monte Carlo samplers can have difficulties effec…
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…
A sequential algorithm for fast fitting of Dirichlet process mixture models
David Nott, Xiaole Zhang, Chris Yau +1
In this article we propose an improvement on the sequential updating and greedy search (SUGS) algorithm Wang and Dunson for fast fitting of Dirichlet process mixture models. The SU…
On the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods
Anthony Lee, Christopher Yau, Michael B. Giles +2
We present a case-study on the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods. Graphics cards, containing multiple Graphics Proc…