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SAC
2008
ACM
13 years 6 months ago
Adaptive methods for sequential importance sampling with application to state space models
Abstract. In this paper we discuss new adaptive proposal strategies for sequential Monte Carlo algorithms--also known as particle filters--relying on new criteria evaluating the qu...
Julien Cornebise, Eric Moulines, Jimmy Olsson
SIAMADS
2010
119views more  SIAMADS 2010»
13 years 2 months ago
Importance Sampling for Dispersion-Managed Solitons
The dispersion-managed nonlinear Schr
Elaine T. Spiller, Gino Biondini
TCBB
2010
137views more  TCBB 2010»
13 years 2 months ago
The Metropolized Partial Importance Sampling MCMC Mixes Slowly on Minimum Reversal Rearrangement Paths
Markov chain Monte Carlo has been the standard technique for inferring the posterior distribution of genome rearrangement scenarios under a Bayesian approach. We present here a neg...
István Miklós, Bence Melykuti, Krist...