Browsing School of Mathematical Sciences by Author "Proceedings of the 36th International Conference on Machine Learning"

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    • Replica conditional sequential monte carlo 

      Shestopaloff, AY; Doucet, A; Proceedings of the 36th International Conference on Machine Learning (2019-05-13)
      © 2019 International Machine Learning Society (IMLS). We propose a Markov chain Monte Carlo (MCMC) scheme to perform state inference in non-linear non-Gaussian state-space models. Current state-of-the-art methods to address ...