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01/02/2023
State and parameter learning with PaRIS particle Gibbs
Non-linear state-space models, also known as general hidden Markov model...
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09/21/2022
Particle-based, rapid incremental smoother meets particle Gibbs
The particle-based, rapid incremental smoother (PARIS) is a sequential M...
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07/19/2022
Adaptive online variance estimation in particle filters: the ALVar estimator
We present a new approach-the ALVar estimator-to estimation of asymptoti...
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07/13/2022
BR-SNIS: Bias Reduced Self-Normalized Importance Sampling
Importance Sampling (IS) is a method for approximating expectations unde...
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01/13/2022
Boost your favorite Markov Chain Monte Carlo sampler using Kac's theorem: the Kick-Kac teleportation algorithm
The present paper focuses on the problem of sampling from a given target...
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08/01/2021
Fast and numerically stable particle-based online additive smoothing: the AdaSmooth algorithm
We present a novel sequential Monte Carlo approach to online smoothing o...
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02/24/2021
Probabilistic feature extraction, dose statistic prediction and dose mimicking for automated radiation therapy treatment planning
Purpose: We propose a general framework for quantifying predictive uncer...
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12/03/2020
A similarity-based Bayesian mixture-of-experts model
We present a new nonparametric mixture-of-experts model for multivariate...
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02/13/2020
Backward importance sampling for partially observed diffusion processes
This paper proposes a new Sequential Monte Carlo algorithm to perform ma...
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08/20/2019
Online pseudo Marginal Sequential Monte Carlo smoother for general state spaces. Application to recursive maximum likelihood estimation of stochastic differential equations
This paper focuses on the estimation of smoothing distributions in gener...
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12/28/2018
Particle-based adaptive-lag online marginal smoothing in general state-space models
We present a novel algorithm, an adaptive-lag smoother, approximating ef...
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06/02/2018
Sequential sampling of junction trees for decomposable graphs
The junction tree representation provides an attractive structural prope...
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05/31/2018
Bayesian inference in decomposable graphical models using sequential Monte Carlo methods
InthisstudywepresentasequentialsamplingmethodologyforBayesian inference ...
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12/22/2017