Research graph
References from Backward Simulation Methods for Monte Carlo Statistical Inference. Local targets link to admitted publications; unresolved targets remain external evidence.
10.1007/bfb0099420
10.1007/bfb0099420 · 1985 · External reference
An introduction to MCMC for machine learning
10.1023/a:1020281327116 · 2003 · External reference
Particle Markov chain Monte Carlo methods
10.1111/j.1467-9868.2009.00736.x · 2010 · External reference
Unresolved reference
2000 · External reference
Stability of stochastic approximation under verifiable conditions
10.1137/s0363012902417267 · 2005 · External reference
The pseudo-marginal approach for efficient Monte Carlo computations
10.1214/07-aos574 · 2009 · External reference
Unresolved reference
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Unresolved reference
External reference
Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
10.1214/aos/1176342871 · 1974 · External reference
A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking
10.1109/78.978374 · 2002 · External reference
Estimation of population growth or decline in genetically monitored populations
10.1093/genetics/164.3.1139 · 2003 · External reference
10.1007/978-3-642-75894-2
10.1007/978-3-642-75894-2 · 1990 · External reference
Unresolved reference
2006 · External reference
Ferguson distributions via Polya urn schemes
10.1214/aos/1176342372 · 1973 · External reference
10.7551/mitpress/8579.001.0001
10.7551/mitpress/8579.001.0001 · 2011 · External reference
Phylogenetic inference via sequential Monte Carlo
10.1093/sysbio/syr131 · 2012 · External reference
Two-filter formulae for discrete-time non-linear Bayesian smoothing
10.1080/00207178608933489 · 1986 · External reference
Smoothing algorithms for state-space models
10.1007/s10463-009-0236-2 · 2010 · External reference
Sequential auxiliary particle belief propagation
2005 · External reference
10.1201/b10905
10.1201/b10905 · 2011 · External reference
Improved particle approximations to the joint smoothing distribution using Markov chain Monte Carlo
2012 · External reference
An overview of existing methods and recent advances in sequential Monte Carlo
10.1109/jproc.2007.893250 · 2007 · External reference
10.1007/0-387-28982-8
10.1007/0-387-28982-8 · 2005 · External reference
On Gibbs sampling for state space models
10.1093/biomet/81.3.541 · 1994 · External reference
Mixture Kalman filters
10.1111/1467-9868.00246 · 2000 · External reference
Adaptive joint detection and decoding in flat-fading channels via mixture Kalman filtering
10.1109/18.868479 · 2000 · External reference
Pricing European currency options: A comparison of the modified Black-Scholes model and a random variance model
10.2307/2330812 · 1989 · External reference
Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference
2004 · External reference
Unresolved reference
External reference
The simulation smoother for time series models
10.1093/biomet/82.2.339 · 1995 · External reference
Unresolved reference
2004 · External reference
Convergence of a stochastic approximation version of the EM algorithm
10.1214/aos/1018031103 · 1999 · External reference
Maximum likelihood from incomplete data via the EM algorithm
10.1111/j.2517-6161.1977.tb01600.x · 1977 · External reference
Unresolved reference
External reference
Sequential Monte Carlo smoothing for general state space hidden Markov models
10.1214/10-aap735 · 2011 · External reference
Limit theorems for weighted samples with applications to sequential Monte Carlo
10.1214/07-aos514 · 2008 · External reference
Optimality of the auxiliary particle filter
2009 · External reference
10.1007/978-1-4757-3437-9
10.1007/978-1-4757-3437-9 · 2001 · External reference
On sequential Monte Carlo sampling methods for Bayesian filtering
10.1023/a:1008935410038 · 2000 · External reference
Unresolved reference
2000 · External reference
Unresolved reference
2011 · External reference
On solving integral equations using Markov chain Monte Carlo methods
10.1016/j.amc.2010.03.138 · 2010 · External reference
Unresolved reference
External reference
Hybrid Monte Carlo
10.1016/0370-2693(87)91197-x · 1987 · External reference
10.3150/12-bej450
10.3150/12-bej450 · External reference
Unresolved reference
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A simple and efficient simulation smoother for state space time series analysis
10.1093/biomet/89.3.603 · 2002 · External reference
Particle filters for mixture models with an unknown number of components
10.1023/b:stco.0000009418.04621.cd · 2004 · External reference
Using random quasi-Monte-Carlo within particle filters, with application to financial time series
10.1198/106186005x77243 · 2005 · External reference
Particle filters for partially observed diffusions
10.1111/j.1467-9868.2008.00661.x · 2008 · External reference
A sequential smoothing algorithm with linear computational cost
10.1093/biomet/asq013 · 2010 · External reference
A Bayesian analysis of some nonparametric problems
10.1214/aos/1176342360 · 1973 · External reference
Monte Carlo smoothing with application to audio signal enhancement
10.1109/78.978397 · 2002 · External reference
Convergence of the Monte Carlo expectation maximization for curved exponential families
10.1214/aos/1059655912 · 2003 · External reference
Unresolved reference
External reference
Data augmentation and dynamic linear models
10.1111/j.1467-9892.1994.tb00184.x · 1994 · External reference
Sampling-based approaches to calculating marginal densities
10.1080/01621459.1990.10476213 · 1990 · External reference
Stochastic relaxation, Gibbs distributions, and the Bayesian restoration of images
10.1109/tpami.1984.4767596 · 1984 · External reference
Efficient Bayesian inference for dynamic mixture models
10.1080/01621459.2000.10474273 · 2000 · External reference
Following a moving target — Monte Carlo inference for dynamic Bayesian models
10.1111/1467-9868.00280 · 2001 · External reference
Riemann manifold Langevin and Hamiltonian Monte Carlo methods
2011 · External reference
Monte Carlo smoothing for nonlinear time series
10.1198/016214504000000151 · 2004 · External reference
Bayesian inference for nonlinear multivariate diffusion models observed with error
10.1016/j.csda.2007.05.019 · 2008 · External reference
Novel approach to nonlinear/non-Gaussian Bayesian state estimation
10.1049/ip-f-2.1993.0015 · 1993 · External reference
Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
10.1093/biomet/82.4.711 · 1995 · External reference
Particle filter theory and practice with positioning applications
10.1109/maes.2010.5546308 · 2010 · External reference
Unresolved reference
External reference
From fields to trees
2004 · External reference
Information theory tools to rank MCMC algorithms on probabilistic graphical models
2006 · External reference
Monte Carlo techniques to estimate the conditional expectation in multi-stage non-linear filtering
10.1080/00207176908905777 · 1969 · External reference
Monte Carlo sampling methods using Markov chains and their applications
10.1093/biomet/57.1.97 · 1970 · External reference
Unresolved reference
1992 · External reference
10.1017/cbo9780511802478
10.1017/cbo9780511802478 · 2010 · External reference
An expectation maximization algorithm for continuous Markov decision processes with arbitrary rewards
2009 · External reference
New inference strategies for solving Markov decision processes using reversible jump MCMC
2009 · External reference
Particle belief propagation
2009 · External reference
Condensation — conditional density propagation for visual tracking
10.1023/a:1008078328650 · 1998 · External reference
Applications of hybrid Monte Carlo to Bayesian generalized linear models: Quasicomplete separation and neural networks
10.1080/10618600.1999.10474849 · 1999 · External reference
A note on auxiliary particle filters
10.1016/j.spl.2008.01.032 · 2008 · External reference
Unresolved reference
2000 · External reference
A new approach to linear filtering and prediction problems
10.1115/1.3662552 · 1960 · External reference
Particle filter for underwater navigation
10.1109/ssp.2003.1289507 · 2003 · External reference
Monte Carlo filter and smoother for non-Gaussian nonlinear state space models
10.1080/10618600.1996.10474692 · 1996 · External reference
Fast particle smoothing: if I had a million particles
10.1145/1143844.1143905 · 2006 · External reference
Fast maximum a posteriori inference in Monte Carlo state spaces
2005 · External reference
Coupling a stochastic approximation version of EM with an MCMC procedure
10.1051/ps:2004007 · 2004 · External reference
Recursive Monte Carlo filters: Algorithms and theoretical analysis
10.1214/009053605000000426 · 2005 · External reference
10.1007/978-1-4899-2696-8
10.1007/978-1-4899-2696-8 · 1997 · External reference
Beat tracking the graphical model way
2004 · External reference
Unresolved reference
1998 · External reference
An efficient stochastic approximation EM algorithm using conditional particle filters
10.1109/icassp.2013.6638872 · 2013 · External reference
Rao-Blackwellized particle smoothers for mixed linear/nonlinear state-space models
10.1109/icassp.2013.6638875 · 2013 · External reference
Ancestor sampling for particle Gibbs
2012 · External reference
On the use of backward simulation in the particle Gibbs sampler
10.1109/icassp.2012.6288756 · 2012 · External reference
Bayesian semiparametric Wiener system identification
10.1016/j.automatica.2013.03.021 · 2013 · External reference
An explicit variance reduction expression for the Rao-Blackwellised particle filter
10.3182/20110828-6-it-1002.02920 · 2011 · External reference
Unresolved reference
2001 · External reference
Sequential Monte Carlo methods for dynamic systems
10.1080/01621459.1998.10473765 · 1998 · External reference
Sequential importance sampling for nonparametric Bayes models: The next generation
10.2307/3315637 · 1999 · External reference
10.1002/9780470191613
10.1002/9780470191613 · 2008 · External reference
Pricing foreign currency options with stochastic volatility
10.1016/0304-4076(90)90100-8 · 1990 · External reference
Equation of state calculations by fast computing machines
10.1063/1.1699114 · 1953 · External reference
The Monte Carlo method
10.1080/01621459.1949.10483310 · 1949 · External reference
10.1017/cbo9780511626630
10.1017/cbo9780511626630 · 2009 · External reference
Unresolved reference
2007 · External reference
FastSLAM: A factored solution to the simultaneous localization and mapping problem
2002 · External reference
Sequential Monte Carlo samplers
10.1111/j.1467-9868.2006.00553.x · 2006 · External reference
10.1137/130915376
10.1137/130915376 · External reference
10.1201/b10905-6
10.1201/b10905-6 · 2011 · External reference
Inferring state sequences for non-linear systems with embedded hidden Markov models
2003 · External reference
A new spline algorithm for non-linear filtering of discrete time systems
1979 · External reference
Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state-space models
10.3150/07-bej6150 · 2008 · External reference
Rao-Blackwellization of particle Markov chain Monte Carlo methods using forward filtering backward sampling
10.1109/tsp.2011.2161296 · 2011 · External reference
Unresolved reference
2003 · External reference
Unresolved reference
1988 · External reference
Filtering via simulation: Auxiliary particle filters
10.1080/01621459.1999.10474153 · 1999 · External reference
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
10.1016/j.jeconom.2012.06.004 · 2012 · External reference
Unresolved reference
2006 · External reference
Maximum likelihood estimates of linear dynamic systems
10.2514/3.3166 · 1965 · External reference
10.1007/978-1-4757-4145-2
10.1007/978-1-4757-4145-2 · 2004 · External reference
Updating schemes, correlation structure, blocking and parameterization for the Gibbs sampler
10.1111/1467-9868.00070 · 1997 · External reference
A noniterative sampling/importance resampling alternative to the data augmentation algorithm for creating a few imputations when fractions of missing information are modest: The SIR algorithm
1987 · External reference
A backward-simulation based Rao-Blackwellized particle smoother for conditionally linear Gaussian models
10.3182/20120711-3-be-2027.00115 · 2012 · External reference
Function factorization using warped Gaussian processes
2009 · External reference
Marginalized particle filters for mixed linear/nonlinear state-space models
10.1109/tsp.2005.849151 · 2005 · External reference
Unresolved reference
2013 · External reference
System identification of nonlinear state-space models
10.1016/j.automatica.2010.10.013 · 2011 · External reference
Estimation via Markov chain Monte Carlo
10.1109/mcs.2003.1188770 · 2003 · External reference
The use of Bayesian belief networks to fuse continuous and discrete information for target recognition, tracking, and situation assessment
1992 · External reference
Nonparametric belief propagation
10.1145/1831407.1831431 · 2010 · External reference
Adaptive stopping for fast particle smoothing
10.1109/icassp.2013.6638876 · 2013 · External reference
The calculation of posterior distributions by data augmentation
10.1080/01621459.1987.10478458 · 1987 · External reference
Bayesian agglomerative clustering with coalescents
2008 · External reference
Markov chains for exploring posterior distributions
1994 · External reference
Probabilistic inference for solving discrete and continuous state Markov decision processes
10.1145/1143844.1143963 · 2006 · External reference
The art of data augmentation
10.1198/10618600152418584 · 2001 · External reference
Partially collapsed Gibbs samplers: Theory and methods
10.1198/016214508000000409 · 2008 · External reference
10.1561/2200000001 · 2008 · Admitted local publication
Delayed-pilot sampling for mixture Kalman filter with application in fading channels
10.1109/78.978380 · 2002 · External reference
A Monte Carlo implementation of the EM algorithm and the poor man’s data augmentation algorithms
10.1080/01621459.1990.10474930 · 1990 · External reference
Discussion on Particle Markov chain Monte Carlo methods
2010 · External reference
Unresolved reference
External reference
Unresolved reference
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A genetic algorithm tutorial
10.1007/bf00175354 · 1994 · External reference
Algorithm AS 287: Adaptive rejection sampling from log-concave density functions
1993 · External reference
Conditional simulation from highly structured Gaussian systems, with application to blocking-MCMC for the Bayesian analysis of very large linear models
10.1023/a:1020711129064 · 2002 · External reference
Identification of Hammerstein-Wiener models
10.1016/j.automatica.2012.09.018 · 2013 · External reference
On the convergence properties of the EM algorithm
10.1214/aos/1176346060 · 1983 · External reference
