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Duchemin Q, De Castro Y, Lacour C. Concentration inequality for U-statistics of order two for uniformly ergodic Markov chains. BERNOULLI 2023. [DOI: 10.3150/22-bej1485] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 02/22/2023]
Affiliation(s)
| | | | - Claire Lacour
- LAMA, Univ Gustave Eiffel, CNRS, Marne-la-Vallée, France
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Ca̧kała T, Miasojedow B, Niemiro W. Particle MCMC With Poisson Resampling: Parallelization and Continuous Time Models. J Comput Graph Stat 2020. [DOI: 10.1080/10618600.2020.1840998] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/23/2022]
Affiliation(s)
- Tomasz Ca̧kała
- Faculty of Mathematics, Informatics and Mechanics, University of Warsaw, Warsaw, Poland
| | - Błażej Miasojedow
- Faculty of Mathematics, Informatics and Mechanics, University of Warsaw, Warsaw, Poland
| | - Wojciech Niemiro
- Faculty of Mathematics, Informatics and Mechanics, University of Warsaw, Warsaw, Poland
- Nicolaus Copernicus University, Torun, Poland
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Vihola M, Helske J, Franks J. Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo. Scand Stat Theory Appl 2020. [DOI: 10.1111/sjos.12492] [Citation(s) in RCA: 6] [Impact Index Per Article: 1.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 01/26/2023]
Affiliation(s)
- Matti Vihola
- Department of Mathematics and Statistics University of Jyvaskyla, Finland
| | - Jouni Helske
- Department of Mathematics and Statistics University of Jyvaskyla, Finland
- Department of Science and Technology Linköping University, Sweden
| | - Jordan Franks
- Department of Mathematics and Statistics University of Jyvaskyla, Finland
- School of Mathematics, Statistics and Physics Newcastle University, United Kingdom
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Affiliation(s)
| | - Fredrik Lindsten
- Division of Statistics and Machine Learning, Linköping University, Linköping, Sweden
| | - Thomas B. Schön
- Department of Information Technology, Uppsala University, Uppsala, Sweden
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Huggins JH, Roy DM. Sequential Monte Carlo as approximate sampling: bounds, adaptive resampling via $\infty$-ESS, and an application to particle Gibbs. BERNOULLI 2019. [DOI: 10.3150/17-bej999] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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RETRACTED ARTICLE: Smoothing with Couplings of Conditional Particle Filters. J Am Stat Assoc 2018. [DOI: 10.1080/01621459.2018.1505625] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/28/2022]
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Andrieu C, Lee A, Vihola M. Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers. BERNOULLI 2018. [DOI: 10.3150/15-bej785] [Citation(s) in RCA: 14] [Impact Index Per Article: 2.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Del Moral P, Jasra A. A sharp first order analysis of Feynman–Kac particle models, Part II: Particle Gibbs samplers. Stoch Process Their Appl 2018. [DOI: 10.1016/j.spa.2017.05.001] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 10/19/2022]
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Del Moral P, Kohn R, Patras F. On particle Gibbs samplers. ANNALES DE L'INSTITUT HENRI POINCARÉ, PROBABILITÉS ET STATISTIQUES 2016. [DOI: 10.1214/15-aihp695] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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