882 citations · 2.6k across the 89 of their papers we have counts for
Showing 2019 · stat.COShow all
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stat.CO2019
Particle filter with rejection control and unbiased estimator of the marginal likelihood
Jan Kudlicka, Lawrence M. Murray, Thomas B. Schön +1
We consider the combined use of resampling and partial rejection control in sequential Monte Carlo methods, also known as particle filters. While the variance reducing properties o…
stat.CO2019★ 2 cited
Probabilistic programming for birth-death models of evolution using an alive particle filter with delayed sampling
Jan Kudlicka, Lawrence M. Murray, Fredrik Ronquist +1
We consider probabilistic programming for birth-death models of evolution and introduce a new widely-applicable inference method that combines an extension of the alive particle fi…