882 citations · 2.6k across the 89 of their papers we have counts for
3 papers · 2 filters
Identification of jump Markov linear models using particle filters
Andreas Svensson, Thomas B. Schön, Fredrik Lindsten
Jump Markov linear models consists of a finite number of linear state space models and a discrete variable encoding the jumps (or switches) between the different linear models. Ide…
Divide-and-Conquer with Sequential Monte Carlo
Fredrik Lindsten, Adam M. Johansen, Christian A. Naesseth +4
We propose a novel class of Sequential Monte Carlo (SMC) algorithms, appropriate for inference in probabilistic graphical models. This class of algorithms adopts a divide-and-conqu…
Particle Gibbs with Ancestor Sampling
Fredrik Lindsten, Michael I. Jordan, Thomas B. Schön
Particle Markov chain Monte Carlo (PMCMC) is a systematic way of combining the two main tools used for Monte Carlo statistical inference: sequential Monte Carlo (SMC) and Markov ch…