14 citations · 30 across the 12 of their papers we have counts for
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cs.LG2017★ 11 cited
Beyond normality: Learning sparse probabilistic graphical models in the non-Gaussian setting
Rebecca E. Morrison, Ricardo Baptista, Youssef Marzouk
We present an algorithm to identify sparse dependence structure in continuous and non-Gaussian probability distributions, given a corresponding set of data. The conditional indepen…
stat.CO2017★ 2 cited
Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals
Alexandros Beskos, Ajay Jasra, Kody Law +2
In this article we develop a new sequential Monte Carlo (SMC) method for multilevel (ML) Monte Carlo estimation. In particular, the method can be used to estimate expectations with…