61 citations · 99 across the 9 of their papers we have counts for
10 papers
Augmented Island Resampling Particle Filters for Particle Markov Chain Monte Carlo
Kari Heine
In modern days, the ability to carry out computations in parallel is key to efficient implementations of computationally intensive algorithms. This paper investigates the applicabi…
Multilevel Bootstrap Particle Filter
Kari Heine, Daniel Burrows
We consider situations where the applicability of sequential Monte Carlo particle filters is compromised due to the expensive evaluation of the particle weights. To alleviate this…
Parallelising Particle Filters with Butterfly Interactions
Kari Heine, Nick Whiteley, A. Taylan Cemgil
Bootstrap particle filter (BPF) is the corner stone of many popular algorithms used for solving inference problems involving time series that are observed through noisy measurement…
Bridging trees for posterior inference on Ancestral Recombination Graphs
Kari Heine, Alex Beskos, Ajay Jasra +2
We present a new Markov chain Monte Carlo algorithm, implemented in software Arbores, for inferring the history of a sample of DNA sequences. Our principal innovation is a bridging…
Online Inference with Multi-modal Likelihood Functions
Mathieu Gerber, Kari Heine
Let be a sequence of i.i.d.\ observations and be a parametric model. We introduce a new online algorithm for computing a sequence $(\h…
An Introduction to Twisted Particle Filters and Parameter Estimation in Non-linear State-space Models
Juha Ala-Luhtala, Nick Whiteley, Kari Heine +1
Twisted particle filters are a class of sequential Monte Carlo methods recently introduced by Whiteley and Lee to improve the efficiency of marginal likelihood estimation in state-…
Fluctuations, stability and instability of a distributed particle filter with local exchange
Kari Heine, Nick Whiteley
We study a distributed particle filter proposed by Bolić et al.~(2005). This algorithm involves groups of particles, with interaction between groups occurring through a "lo…
Bayesian Inference for Duplication-Mutation with Complementarity Network Models
Ajay Jasra, Adam Persing, Alexandros Beskos +2
We observe an undirected graph without multiple edges and self-loops, which is to represent a protein-protein interaction (PPI) network. We assume that evolved under the du…
Butterfly resampling: asymptotics for particle filters with constrained interactions
Kari Heine, Nick Whiteley, A. Taylan Cemgil +1
We generalize the elementary mechanism of sampling with replacement times from a weighted population of size , by introducing auxiliary variables and constraints on conditio…
On the role of interaction in sequential Monte Carlo algorithms
Nick Whiteley, Anthony Lee, Kari Heine
We introduce a general form of sequential Monte Carlo algorithm defined in terms of a parameterized resampling mechanism. We find that a suitably generalized notion of the Effectiv…