183 citations · 726 across the 46 of their papers we have counts for
Showing 2017 · stat.MEShow all
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stat.ME2017★ 4 cited
Particle rejuvenation of Rao-Blackwellized Sequential Monte Carlo smoothers for Conditionally Linear and Gaussian models
Ngoc Minh Nguyen, Sylvain Le Corff, Eric Moulines
This paper focuses on Sequential Monte Carlo approximations of smoothing distributions in conditionally linear and Gaussian state spaces. To reduce Monte Carlo variance of smoother…
stat.ME2017★ 19 cited
Sampling from a log-concave distribution with compact support with proximal Langevin Monte Carlo
Nicolas Brosse, Alain Durmus, Éric Moulines +1
This paper presents a detailed theoretical analysis of the Langevin Monte Carlo sampling algorithm recently introduced in Durmus et al. (Efficient Bayesian computation by proximal…