20 citations · 70 across the 24 of their papers we have counts for
4 papers · 1 filter
Sequential Monte Carlo Sampling of Feasible Regions Represented by R-Functions
Sinan Yıldırım, Sergei Kucherenko
Feasible-region sampling and volume estimation become increasingly inefficient when constraints define only a small fraction of a convenient bounding domain. We combine R-functions…
On the utility of Metropolis-Hastings with asymmetric acceptance ratio
Christophe Andrieu, Arnaud Doucet, Sinan Yıldırım +1
The Metropolis-Hastings algorithm allows one to sample asymptotically from any probability distribution . There has been recently much work devoted to the development of variant…
On the Use of Penalty MCMC for Differential Privacy
Sinan Yıldırım
We view the penalty algorithm of Ceperley and Dewing (1999), a Markov chain Monte Carlo (MCMC) algorithm for Bayesian inference, in the context of data privacy. Specifically, we st…
Parameter Estimation in Hidden Markov Models with Intractable Likelihoods Using Sequential Monte Carlo
Sinan Yildirim, Sumeetpal Singh, Thomas Dean +1
We propose sequential Monte Carlo based algorithms for maximum likelihood estimation of the static parameters in hidden Markov models with an intractable likelihood using ideas fro…