Sequential Monte Carlo optimization and statistical inference

Cites Work

Sequential Monte Carlo Samplers
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Optimization by Simulated Annealing
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Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
Particle Markov Chain Monte Carlo Methods
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
Monte Carlo sampling methods using Markov chains and their applications
SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models
A sequential particle filter method for static models
Sequential Monte Carlo Methods for Dynamic Systems
Equation of State Calculations by Fast Computing Machines
An Automatic Method of Solving Discrete Programming Problems
Introduction to Stochastic Search and Optimization
Efficient learning via simulation: a marginalized resample-move approach
On particle methods for parameter estimation in state-space models
Tabu Search—Part I
Estimability and Likelihood Inference for Generalized Linear Mixed Models Using Data Cloning
Particle filters for continuous likelihood evaluation and maximisation
MCMC maximum likelihood for latent state models
Estimating the structural credit risk model when equity prices are contaminated by trading noises
Title not available (Why is that?)
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A stable estimator of the information matrix under EM for dependent data
A method for high-dimensional smoothing
Data-cloning \(SMC^2\): a global optimizer for maximum likelihood estimation of latent variable models
MULTI-INDEX SEQUENTIAL MONTE CARLO METHODS FOR PARTIALLY OBSERVED STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
Sparse index tracking using sequential Monte Carlo

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