| Publication | Date of Publication | Type |
|---|
| Quantitative uniform stability of the iterative proportional fitting procedure | 2024-04-09 | Paper |
| A Particle Method for Solving Fredholm Equations of the First Kind | 2023-07-04 | Paper |
| Tree-Based Diffusion Schr\"odinger Bridge with Applications to Wasserstein Barycenters | 2023-05-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5054623 | 2022-11-29 | Paper |
| Non-Reversible Parallel Tempering: A Scalable Highly Parallel MCMC Scheme | 2022-09-27 | Paper |
| Solving Fredholm Integral Equations of the First Kind via Wasserstein Gradient Flows | 2022-09-16 | Paper |
| Gibbs Flow for Approximate Transport with Applications to Bayesian Computation | 2022-07-11 | Paper |
| Nonreversible Jump Algorithms for Bayesian Nested Model Selection | 2022-03-29 | Paper |
| Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates | 2022-02-14 | Paper |
| Riemannian Score-Based Generative Modelling | 2022-02-06 | Paper |
| Network Consensus in the Wasserstein Metric Space of Probability Measures | 2021-09-22 | Paper |
| Limit theorems for sequential MCMC methods | 2021-08-04 | Paper |
| Asymptotic Properties of Recursive Particle Maximum Likelihood Estimation | 2021-07-22 | Paper |
| Diffusion Schr\"odinger Bridge with Applications to Score-Based Generative Modeling | 2021-06-01 | Paper |
| Large-sample asymptotics of the pseudo-marginal method | 2021-04-08 | Paper |
| Dual Space Preconditioning for Gradient Descent | 2021-03-31 | Paper |
| Bias of Particle Approximations to Optimal Filter Derivative | 2021-03-11 | Paper |
| Controlled sequential Monte Carlo | 2020-12-14 | Paper |
| Unbiased Markov chain Monte Carlo for intractable target distributions | 2020-08-17 | Paper |
| Stability of optimal filter higher-order derivatives | 2020-06-09 | Paper |
| Analyticity of Entropy Rates of Continuous-State Hidden Markov Models | 2020-01-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5224818 | 2019-07-24 | Paper |
| Exponential ergodicity of the bouncy particle sampler | 2019-05-10 | Paper |
| Particle Markov Chain Monte Carlo Methods | 2019-04-30 | Paper |
| The Correlated Pseudo-Marginal Method | 2019-03-06 | Paper |
| The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method | 2018-11-02 | Paper |
| Distributed Maximum Likelihood for Simultaneous Self-Localization and Tracking in Sensor Networks | 2018-07-18 | Paper |
| A Fixed-Lag Particle Filter for the Joint Detection/Compensation of Interference Effects in GPS Navigation | 2018-07-09 | Paper |
| Bayesian Inference for Linear Dynamic Models With Dirichlet Process Mixtures | 2018-06-27 | Paper |
| Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains | 2018-06-20 | Paper |
| Asymptotic bias of stochastic gradient search | 2018-03-08 | Paper |
| GSR: A New Genetic Algorithm for Improving Source and Channel Estimates | 2017-11-20 | Paper |
| Bayesian Phylogenetic Inference Using a Combinatorial Sequential Monte Carlo Method | 2017-10-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5361288 | 2017-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5361289 | 2017-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5361314 | 2017-09-27 | Paper |
| A survey of convergence results on particle filtering methods for practitioners | 2017-09-08 | Paper |
| Efficient particle filtering for jump markov systems. Application to time-varying autoregressions | 2017-09-08 | Paper |
| A new class of soft mimo demodulation algorithms | 2017-09-08 | Paper |
| On particle methods for parameter estimation in state-space models | 2016-03-08 | Paper |
| Smoothing algorithms for state-space models | 2016-01-15 | Paper |
| Particle methods: An introduction with applications | 2015-11-17 | Paper |
| The Correlated Pseudo-Marginal Method | 2015-11-16 | Paper |
| On-line changepoint detection and parameter estimation with application to genomic data | 2015-10-16 | Paper |
| The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method | 2015-10-08 | Paper |
| Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator | 2015-06-26 | Paper |
| Uniform Stability of a Particle Approximation of the Optimal Filter Derivative | 2015-06-10 | Paper |
| A lognormal central limit theorem for particle approximations of normalizing constants | 2015-02-03 | Paper |
| Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts | 2015-01-28 | Paper |
| Bayesian sparsity-path-analysis of genetic association signal using generalized \(t\) priors | 2014-10-08 | Paper |
| Simulated likelihood inference for stochastic volatility models using continuous particle filtering | 2014-09-26 | Paper |
| An adaptive sequential Monte Carlo method for approximate Bayesian computation | 2012-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3144417 | 2012-12-07 | Paper |
| Perfect simulation for the Feynman-Kac law on the path space | 2012-10-01 | Paper |
| Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo | 2012-09-01 | Paper |
| Fluctuations of interacting Markov chain Monte Carlo methods | 2012-06-01 | Paper |
| On adaptive resampling strategies for sequential Monte Carlo methods | 2012-03-29 | Paper |
| Particle Approximation of the Intensity Measures of a Spatial Branching Point Process Arising in Multitarget Tracking | 2011-11-10 | Paper |
| On nonlinear Markov chain Monte Carlo | 2011-09-14 | Paper |
| On the conditional distributions of spatial point processes | 2011-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3015761 | 2011-07-13 | Paper |
| Particle approximations of the score and observed information matrix in state space models with application to parameter estimation | 2011-04-19 | Paper |
| Particle approximations of the score and observed information matrix in state space models with application to parameter estimation | 2011-02-04 | Paper |
| Sequentially interacting Markov chain Monte Carlo methods | 2011-01-19 | Paper |
| A backward particle interpretation of Feynman-Kac formulae | 2010-10-12 | Paper |
| Sequential Monte Carlo methods for diffusion processes | 2010-10-02 | Paper |
| On solving integral equations using Markov chain Monte Carlo methods | 2010-07-19 | Paper |
| An efficient computational approach for prior sensitivity analysis and cross‐validation | 2010-05-25 | Paper |
| Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations | 2010-05-06 | Paper |
| Particle Markov Chain Monte Carlo for Efficient Numerical Simulation | 2010-02-15 | Paper |
| A new class of interacting Markov chain Monte Carlo methods | 2010-02-12 | Paper |
| A functional central limit theorem for a class of interacting Markov chain Monte Carlo methods | 2009-11-20 | Paper |
| Interacting sequential Monte Carlo samplers for trans-dimensional simulation | 2009-06-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3598955 | 2009-02-03 | Paper |
| Particle-method-based formulation of risk-sensitive filter | 2009-01-09 | Paper |
| Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition | 2008-11-25 | Paper |
| A note on auxiliary particle filters | 2008-09-17 | Paper |
| A Note on Convergence of the Equi-Energy Sampler | 2008-04-29 | Paper |
| Convergence of the equi-energy sampler | 2007-11-20 | Paper |
| Non-linear Markov Chain Monte Carlo | 2007-11-20 | Paper |
| Sharp Propagation of Chaos Estimates for Feynman–Kac Particle Models | 2007-10-19 | Paper |
| Simulation-based optimal sensor scheduling with application to observer trajectory planning | 2007-06-04 | Paper |
| A policy gradient method for semi-Markov decision processes with application to call admission control | 2007-01-16 | Paper |
| Sequential Monte Carlo Samplers | 2006-11-14 | Paper |
| Convergence of the SMC implementation of the PHD filter | 2006-10-27 | Paper |
| Monte Carlo Smoothing for Nonlinear Time Series | 2006-06-26 | Paper |
| Exponential forgetting and geometric ergodicity for optimal filtering in general state-space models | 2005-09-02 | Paper |
| Particle filtering for joint symbol and code delay estimation in DS spread spectrum systems in multipath environment | 2005-05-03 | Paper |
| Particle Filtering for Partially Observed Gaussian State Space Models | 2005-04-29 | Paper |
| Particle Motions in Absorbing Medium with Hard and Soft Obstacles | 2005-01-20 | Paper |
| Parameter estimation in general state-space models using particle methods | 2004-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4453273 | 2004-03-07 | Paper |
| Particle filtering for demodulation in fading channels with non-Gaussian additive noise | 2003-07-10 | Paper |
| An introduction to MCMC for machine learning | 2003-07-01 | Paper |
| Convergence of simulated annealing using Foster-Lyapunov criteria | 2002-11-25 | Paper |
| Optimal Estimation of Amplitude and Phase Modulated Signals | 2002-05-28 | Paper |
| Maximum a posteriori sequence estimation using Monte Carlo particle filters | 2002-04-11 | Paper |
| Optimal estimation and Cramér-Rao bounds for partial non-Gaussian state space models | 2002-04-11 | Paper |
| Robust Full Bayesian Learning for Radial Basis Networks | 2002-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2753022 | 2001-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2753025 | 2001-10-23 | Paper |
| Stochastic sampling algorithms for state estimation of jump Markov linear systems | 2000-10-17 | Paper |
| Simulated annealing for maximum a posteriori parameter estimation of hidden Markov models | 2000-09-07 | Paper |
| A Bayesian approach to harmonic retrieval with clipped data. | 1999-06-21 | Paper |
| Simulation-based methods for blind maximum-likelihood filter identification | 1999-04-28 | Paper |
| Bayesian estimation of state-space models applied to deconvolution of Bernoulli-Gaussian processes | 1998-07-23 | Paper |
