pgas_the_package: Implementation of Particle Gibbs Particle Gibbs Method and...

Description Details References

Description

Implementation of Particle Gibbs Particle Gibbs Method and its Extensions and Variants

Details

Implementation of Particle Gibbs Particle Gibbs Method and its Extensions and Variants

References

[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.


niharikag/PGAS documentation built on May 13, 2019, 11:55 p.m.