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Volumn 4, Issue , 2012, Pages 2591-2599

Ancestor sampling for particle Gibbs

Author keywords

[No Author keywords available]

Indexed keywords

APPLICATION EXAMPLES; BACKWARD SIMULATIONS; FORWARD-AND-BACKWARD; PARTICLE GIBBS; SIMULATION STUDIES; STATE-SPACE MODELS; TRUNCATION ERRORS; TRUNCATION STRATEGY;

EID: 84877753643     PISSN: 10495258     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (23)

References (21)
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    • Tech. Rep.
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    • Whiteley, N.1    Andrieu, C.2    Doucet, A.3
  • 4
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    • A tutorial on particle filtering and smoothing: Fifteen years later
    • D. Crisan and B. Rozovsky, Eds. Oxford University Press
    • A. Doucet and A. Johansen, "A tutorial on particle filtering and smoothing: Fifteen years later," in The Oxford Handbook of Nonlinear Filtering, D. Crisan and B. Rozovsky, Eds. Oxford University Press, 2011.
    • (2011) The Oxford Handbook of Nonlinear Filtering
    • Doucet, A.1    Johansen, A.2
  • 6
    • 49549112481 scopus 로고    scopus 로고
    • Partially collapsed Gibbs samplers: Theory and methods
    • D. A. V. Dyk and T. Park, "Partially collapsed Gibbs samplers: Theory and methods," Journal of the American Statistical Association, vol. 103, no. 482, pp. 790-796, 2008.
    • (2008) Journal of the American Statistical Association , vol.103 , Issue.482 , pp. 790-796
    • Dyk, D.A.V.1    Park, T.2
  • 7
    • 84867061388 scopus 로고    scopus 로고
    • Discussion on Particle Markov chain Monte Carlo methods
    • N. Whiteley, "Discussion on Particle Markov chain Monte Carlo methods," Journal of the Royal Statistical Society: Series B, 72(3), p 306-307, 2010.
    • (2010) Journal of the Royal Statistical Society: Series B , vol.72 , Issue.3 , pp. 306-307
    • Whiteley, N.1
  • 9
    • 0001460136 scopus 로고    scopus 로고
    • On sequential Monte Carlo sampling methods for Bayesian filtering
    • A. Doucet, S. J. Godsill, and C. Andrieu, "On sequential Monte Carlo sampling methods for Bayesian filtering," Statistics and Computing, vol. 10, no. 3, pp. 197-208, 2000.
    • (2000) Statistics and Computing , vol.10 , Issue.3 , pp. 197-208
    • Doucet, A.1    Godsill, S.J.2    Andrieu, C.3
  • 10
    • 23844494086 scopus 로고    scopus 로고
    • Marginalized particle filters for mixed linear/nonlinear state-space models
    • Jul.
    • T. Schön, F. Gustafsson, and P.-J. Nordlund, "Marginalized particle filters for mixed linear/nonlinear state-space models," IEEE Transactions on Signal Processing, vol. 53, no. 7, pp. 2279-2289, Jul. 2005.
    • (2005) IEEE Transactions on Signal Processing , vol.53 , Issue.7 , pp. 2279-2289
    • Schön, T.1    Gustafsson, F.2    Nordlund, P.-J.3
  • 11
    • 84867094916 scopus 로고    scopus 로고
    • A backward-simulation based Rao-Blackwellized particle smoother for conditionally linear Gaussian models
    • Brussels, Belgium, Jul.
    • S. Särkkä, P. Bunch, and S. Godsill, "A backward-simulation based Rao-Blackwellized particle smoother for conditionally linear Gaussian models," in Proceedings of the 16th IFAC Symposium on System Identification, Brussels, Belgium, Jul. 2012.
    • (2012) Proceedings of the 16th IFAC Symposium on System Identification
    • Särkkä, S.1    Bunch, P.2    Godsill, S.3
  • 12
    • 0036475402 scopus 로고    scopus 로고
    • Monte Carlo smoothing with application to audio signal enhancement
    • Feb.
    • W. Fong, S. J. Godsill, A. Doucet, and M. West, "Monte Carlo smoothing with application to audio signal enhancement," IEEE Transactions on Signal Processing, vol. 50, no. 2, pp. 438-449, Feb. 2002.
    • (2002) IEEE Transactions on Signal Processing , vol.50 , Issue.2 , pp. 438-449
    • Fong, W.1    Godsill, S.J.2    Doucet, A.3    West, M.4
  • 14
    • 0033466420 scopus 로고    scopus 로고
    • Sequential importance sampling for nonparametric Bayes models: The next generation
    • S. N. MacEachern, M. Clyde, and J. S. Liu, "Sequential importance sampling for nonparametric Bayes models: The next generation," The Canadian Journal of Statistics, vol. 27, no. 2, pp. 251-267, 1999.
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  • 15
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    • Particle filters for mixture models with an unknown number of components
    • P. Fearnhead, "Particle filters for mixture models with an unknown number of components," Statistics and Computing, vol. 14, pp. 11-21, 2004.
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    • Fearnhead, P.1
  • 17
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    • Phylogenetic inference via sequential Monte Carlo
    • A. Bouchard-Côté, S. Sankararaman, and M. I. Jordan, "Phylogenetic inference via sequential Monte Carlo," Systematic Biology, vol. 61, no. 4, pp. 579-593, 2012.
    • (2012) Systematic Biology , vol.61 , Issue.4 , pp. 579-593
    • Bouchard-Côté, A.1    Sankararaman, S.2    Jordan, M.I.3
  • 19
    • 0041681636 scopus 로고
    • Fixed interval smoothing with discrete measurements
    • G. J. Bierman, "Fixed interval smoothing with discrete measurements," International Journal of Control, vol. 18, no. 1, pp. 65-75, 1973.
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    • Bierman, G.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.