208 citations · 963 across the 30 of their papers we have counts for
3 papers · 1 filter
Interacting Particle Markov Chain Monte Carlo
Tom Rainforth, Christian A. Naesseth, Fredrik Lindsten +4
We introduce interacting particle Markov chain Monte Carlo (iPMCMC), a PMCMC method based on an interacting pool of standard and conditional sequential Monte Carlo samplers. Like r…
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…
Asynchronous Anytime Sequential Monte Carlo
Brooks Paige, Frank Wood, Arnaud Doucet +1
We introduce a new sequential Monte Carlo algorithm we call the particle cascade. The particle cascade is an asynchronous, anytime alternative to traditional particle filtering alg…