Research graph
References from Elements of Sequential Monte Carlo. Local targets link to admitted publications; unresolved targets remain external evidence.
Unresolved reference
2019 · External reference
Unresolved reference
1979 · External reference
Particle Markov chain Monte Carlo methods
10.1111/j.1467-9868.2009.00736.x · 2010 · External reference
The pseudo-marginal approach for efficient Monte Carlo computations
10.1214/07-aos574 · 2009 · External reference
A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking
10.1109/78.978374 · 2002 · External reference
Unresolved reference
2018 · External reference
Unresolved reference
2014 · External reference
“Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems”
2008 · External reference
On the stability of sequential Monte Carlo methods in high dimensions
10.1214/13-aap951 · 2014 · External reference
Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion)
10.1111/j.1467-9868.2006.00552.x · 2006 · External reference
Sharp failure rates for the bootstrap particle filter in high dimensions
2008 · External reference
Variational inference: A review for statisticians
10.1080/01621459.2017.1285773 · 2017 · External reference
“Data assimilation for large-scale spatio-temporal systems using a location particle smoother”
2013 · External reference
Unresolved reference
2018 · External reference
10.1007/0-387-28982-8
10.1007/0-387-28982-8 · 2005 · External reference
Improved particle filter for nonlinear problems
10.1049/ip-rsn:19990255 · 1999 · External reference
A sequential particle filter method for static models
10.1093/biomet/89.3.539 · 2002 · External reference
Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference
10.1214/009053604000000698 · 2004 · External reference
SMC2: an efficient algorithm for sequential analysis of state-space models
10.1111/j.1467-9868.2012.01046.x · 2013 · External reference
Unresolved reference
2015 · External reference
Adaptive methods for sequential importance sampling with application to state space models
10.1007/s11222-008-9089-4 · 2008 · External reference
Unresolved reference
2017 · External reference
Unresolved reference
2015 · External reference
Unresolved reference
2006 · External reference
10.1007/978-1-4684-9393-1
10.1007/978-1-4684-9393-1 · 2004 · External reference
Sequential Monte Carlo samplers”
10.1111/j.1467-9868.2006.00553.x · 2006 · External reference
On the stability of interacting processes with applications to filtering and genetic algorithms
2001 · External reference
The correlated pseudomarginal method
10.1111/rssb.12280 · 2018 · External reference
Unresolved reference
2013 · External reference
Unresolved reference
2005 · External reference
10.1201/9780429463976-7
10.1201/9780429463976-7 · 2018 · External reference
Efficient block sampling strategies for sequential Monte Carlo methods
10.1198/106186006x142744 · 2006 · External reference
“On sequential Monte Carlo sampling methods for Bayesian filtering”
10.1023/a:1008935410038 · 2000 · External reference
“A tutorial on particle filtering and smoothing: Fifteen years later”
2009 · External reference
“Particle filters for mixture models with an unknown number of components”
10.1023/b:stco.0000009418.04621.cd · 2004 · External reference
Unresolved reference
1998 · External reference
“Particle filters and data assimilation”
10.1146/annurev-statistics-031017-100232 · 2018 · External reference
“Random-weight particle filtering of continuous time processes”
10.1111/j.1467-9868.2010.00744.x · 2010 · External reference
“An adaptive sequential Monte Carlo sampler”
10.1214/13-ba814 · 2013 · External reference
Unresolved reference
2016 · External reference
Unresolved reference
2017 · External reference
“Amortized inference in probabilistic reasoning”
2014 · External reference
“Exact estimation for Markov chain equilibrium expectations”
10.1239/jap/1417528487 · 2014 · External reference
10.1145/2593882.2593900
10.1145/2593882.2593900 · 2014 · External reference
“Novel approach to nonlinear/non-Gaussian Bayesian state estimation”
10.1049/ip-f-2.1993.0015 · External reference
Unresolved reference
2016 · External reference
Unresolved reference
2015 · External reference
Unresolved reference
2015 · External reference
“The iterated auxiliary particle filter”
10.1080/01621459.2016.1222291 · 2017 · External reference
Unresolved reference
2017 · External reference
Monte Carlo techniques to estimate the conditional expectation in multi-stage non-linear filtering
10.1080/00207176908905777 · 1969 · External reference
Unresolved reference
1970 · External reference
Unresolved reference
2017 · External reference
10.1017/cbo9780511802478
10.1017/cbo9780511802478 · 2010 · External reference
Unresolved reference
2006 · External reference
Unresolved reference
2015 · External reference
Unresolved reference
2009 · External reference
“Inference for dynamic and latent variable models via iterated, perturbed Bayes maps”
10.1073/pnas.1410597112 · 2015 · External reference
Unresolved reference
2019 · External reference
“On nonnegative unbiased estimators”
10.1214/15-aos1311 · External reference
“Path storage in the particle filter”
10.1007/s11222-013-9445-x · 2015 · External reference
“Inference for Lévy-driven stochastic volatility models via adaptive sequential Monte Carlo”
10.1111/j.1467-9469.2010.00723.x · 2011 · External reference
“A note on auxiliary particle filters”
10.1016/j.spl.2008.01.032 · 2008 · External reference
Unresolved reference
2002 · External reference
10.1117/12.280797
10.1117/12.280797 · 1997 · External reference
Unresolved reference
1950 · External reference
Unresolved reference
1950 · External reference
Unresolved reference
2014 · External reference
Unresolved reference
1993 · External reference
“Monte Carlo filter and smoother for non-Gaussian nonlinear state space models”
10.1080/10618600.1996.10474692 · 1996 · External reference
Unresolved reference
2009 · External reference
Unresolved reference
2017 · External reference
Unresolved reference
2018 · External reference
Unresolved reference
2018 · External reference
“Forest resampling for distributed sequential Monte Carlo”
10.1002/sam.11280 · 2016 · External reference
“On the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods”
10.1198/jcgs.2010.10039 · 2010 · External reference
“Lookahead strategies for sequential Monte Carlo”
10.1214/12-sts401 · 2013 · External reference
Unresolved reference
2016 · External reference
“Divide-and-Conquer with Sequential Monte Carlo”
10.1080/10618600.2016.1237363 · 2017 · External reference
Unresolved reference
2018 · External reference
“Particle Gibbs with ancestor sampling”
2014 · External reference
10.1561/2200000045 · 2013 · Admitted local publication
Unresolved reference
2004 · External reference
Unresolved reference
2017 · External reference
“Sequential importance sampling for nonparametric Bayes models: The next generation”
10.2307/3315637 · 1999 · External reference
Unresolved reference
2017 · External reference
Unresolved reference
2018 · 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
Unresolved reference
2016 · External reference
“Parallel resampling in the particle filter”
10.1080/10618600.2015.1062015 · 2016 · External reference
“Variational Sequential Monte Carlo”
2018 · External reference
Unresolved reference
2015 · External reference
“High-dimensional filtering using nested sequential Monte Carlo”
10.1109/tsp.2019.2926035 · 2019 · External reference
Unresolved reference
2017 · External reference
Unresolved reference
2014 · External reference
“Annealed importance sampling”
10.1023/a:1008923215028 · 2001 · External reference
Unresolved reference
2014 · External reference
Unresolved reference
2016 · External reference
“Filtering via simulation: Auxiliary particle filters”
10.1080/01621459.1999.10474153 · 1999 · External reference
Unresolved reference
2016 · External reference
“Can local particle filters beat the curse of dimensionality?”
10.1214/14-aap1061 · 2015 · External reference
Unresolved reference
2014 · External reference
“A Stochastic Approximation Method”
10.1214/aoms/1177729586 · External reference
10.1007/978-1-4757-4145-2
10.1007/978-1-4757-4145-2 · 2004 · External reference
“Comment: 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
Unresolved reference
2016 · External reference
“Sequential Monte Carlo on large binary sampling spaces”
10.1007/s11222-011-9299-z · 2013 · External reference
System Identification of Nonlinear State-Space Models
10.1016/j.automatica.2010.10.013 · External reference
“Obstacles to high-dimensional particle filtering”
10.1175/2008mwr2529.1 · 2008 · External reference
“Performance Bounds for Particle Filters Using the Optimal Proposal”
10.1175/mwr-d-15-0144.1 · 2015 · External reference
Unresolved reference
1992 · External reference
Unresolved reference
2001 · External reference
“On parallel implementation of sequential Monte Carlo methods: the island particle model”
10.1007/s11222-013-9429-x · 2015 · External reference
“Unbiased Monte Carlo evaluation of certain functional integrals”
10.1016/0021-9991(87)90017-9 · 1987 · External reference
10.1561/2200000001 · 2008 · Admitted local publication
“Stability properties of some particle filters”
10.1214/12-aap909 · 2013 · External reference
Unresolved reference
2016 · External reference
“A genetic algorithm tutorial”
10.1007/bf00175354 · 1994 · External reference
Unresolved reference
2014 · External reference
