Stochastic Gradient MCMC for State Space Models (Q5025790): Difference between revisions

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+Particle Markov Chain Monte Carlo Methods
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+Control variates for stochastic gradient MCMC
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+Smoothing algorithms for state-space models
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+Inference in hidden Markov models.
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+On Gibbs sampling for state space models
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+Theory of segmented particle filters
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+Exponential ergodicity for Markov processes with random switching
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+User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
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+Biased online parameter inference for state-space models
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+Iterated Random Functions
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+Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach
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+Quantitative bounds of convergence for geometrically ergodic Markov chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm
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+Exponential forgetting and geometric ergodicity in hidden Markov models
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+Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances
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+Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models
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+Optimal Scaling of Discrete Approximations to Langevin Diffusions
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+Exponential convergence of Langevin distributions and their discrete approximations
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+Perturbation theory for Markov chains via Wasserstein distance
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+Bayesian Methods for Hidden Markov Models
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+Ergodicity and stability of the conditional distributions of nondegenerate Markov chains
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+Stability properties of some particle filters
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+Langevin diffusions and the Metropolis-adjusted Langevin algorithm
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+Hidden semi-Markov models
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+State-space models. Applications in economics and finance
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+Publication:5025790