22 citations · 37 across the 2 of their papers we have counts for
2 papers
stat.ML2021★ 22 cited
Efficient Learning of the Parameters of Non-Linear Models using Differentiable Resampling in Particle Filters
Conor Rosato, Vincent Beraud, Paul Horridge +2
It has been widely documented that the sampling and resampling steps in particle filters cannot be differentiated. The {\itshape reparameterisation trick} was introduced to allow t…
stat.CO2020★ 15 cited
Increasing the efficiency of Sequential Monte Carlo samplers through the use of approximately optimal L-kernels
Peter L Green, Robert E Moore, Ryan J Jackson +2
By facilitating the generation of samples from arbitrary probability distributions, Markov Chain Monte Carlo (MCMC) is, arguably, \emph{the} tool for the evaluation of Bayesian inf…