Description Details References
Implementation of Particle Gibbs Particle Gibbs Method and its Extensions and Variants
Implementation of Particle Gibbs Particle Gibbs Method and its Extensions and Variants
[1] Lindsten, Fredrik, Michael I. Jordan, and Thomas B. Schön. "Particle Gibbs with ancestor sampling." The Journal of Machine Learning Research 15.1 (2014): 2145-2184.
[2] C. Andrieu, A. Doucet and R. Holenstein, "Particle Markov chain Monte Carlo methods" Journal of the Royal Statistical Society: Series B, 2010, 72, 269-342.
[3] Rainforth, Tom, et al. "Interacting particle Markov chain Monte Carlo." International Conference on Machine Learning. 2016.
[4] Svensson, Andreas, et al. "Computationally efficient Bayesian learning of Gaussian process state space models." Artificial Intelligence and Statistics. 2016.
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