Author:
Andrieu Christophe,Lee Anthony,Vihola Matti
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Subject
Statistics and Probability
Cited by
21 articles.
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1. Variance estimation for sequential Monte Carlo algorithms: A backward sampling approach;Bernoulli;2024-05-01
2. Conditional Particle Filters with Bridge Backward Sampling;Journal of Computational and Graphical Statistics;2023-08-04
3. Conditional sequential Monte Carlo in high dimensions;The Annals of Statistics;2023-04-01
4. Differentiable samplers for deep latent variable models;Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences;2023-03-27
5. Unbiased estimation of the Hessian for partially observed diffusions;Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences;2022-06