45 citations · 292 across the 21 of their papers we have counts for
3 papers · 1 filter
Parameter elimination in particle Gibbs sampling
Anna Wigren, Riccardo Sven Risuleo, Lawrence Murray +1
Bayesian inference in state-space models is challenging due to high-dimensional state trajectories. A viable approach is particle Markov chain Monte Carlo, combining MCMC and seque…
Particle filter with rejection control and unbiased estimator of the marginal likelihood
Jan Kudlicka, Lawrence M. Murray, Thomas B. Schön +1
We consider the combined use of resampling and partial rejection control in sequential Monte Carlo methods, also known as particle filters. While the variance reducing properties o…
Probabilistic programming for birth-death models of evolution using an alive particle filter with delayed sampling
Jan Kudlicka, Lawrence M. Murray, Fredrik Ronquist +1
We consider probabilistic programming for birth-death models of evolution and introduce a new widely-applicable inference method that combines an extension of the alive particle fi…