162 citations · 579 across the 17 of their papers we have counts for
Showing stat.COShow all
2 papers · 1 filter
stat.CO2017★ 2 cited
A determinant-free method to simulate the parameters of large Gaussian fields
Louis Ellam, Heiko Strathmann, Mark Girolami +1
We propose a determinant-free approach for simulation-based Bayesian inference in high-dimensional Gaussian models. We introduce auxiliary variables with covariance equal to the in…
stat.CO2015
Kernel Sequential Monte Carlo
Ingmar Schuster, Heiko Strathmann, Brooks Paige +1
We propose kernel sequential Monte Carlo (KSMC), a framework for sampling from static target densities. KSMC is a family of sequential Monte Carlo algorithms that are based on buil…