16 citations · 73 across the 12 of their papers we have counts for
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stat.CO2015
Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods
Johan Dahlin, Mattias Villani, Thomas B. Schön
We consider the problem of approximate Bayesian parameter inference in non-linear state-space models with intractable likelihoods. Sequential Monte Carlo with approximate Bayesian…
stat.CO2015★ 15 cited
Particle ancestor sampling for near-degenerate or intractable state transition models
Fredrik Lindsten, Pete Bunch, Sumeetpal S. Singh +1
We consider Bayesian inference in sequential latent variable models in general, and in nonlinear state space models in particular (i.e., state smoothing). We work with sequential M…