Sequential Monte Carlo optimization and statistical inference
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Cites work
- \(\mathrm{SMC}^2\): an efficient algorithm for sequential analysis of state space models
- A method for high-dimensional smoothing
- A sequential particle filter method for static models
- A stable estimator of the information matrix under EM for dependent data
- An Automatic Method of Solving Discrete Programming Problems
- Data-cloning SMC\(^2\): a global optimizer for maximum likelihood estimation of latent variable models
- Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
- Efficient learning via simulation: a marginalized resample-move approach
- Equation of state calculations by fast computing machines
- Estimability and Likelihood Inference for Generalized Linear Mixed Models Using Data Cloning
- Estimating the structural credit risk model when equity prices are contaminated by trading noises
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- Introduction to Stochastic Search and Optimization
- MCMC maximum likelihood for latent state models
- Monte Carlo sampling methods using Markov chains and their applications
- MULTI-INDEX SEQUENTIAL MONTE CARLO METHODS FOR PARTIALLY OBSERVED STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
- On particle methods for parameter estimation in state-space models
- Optimization by simulated annealing
- Particle filters for continuous likelihood evaluation and maximisation
- Particle Markov Chain Monte Carlo Methods
- Sequential Monte Carlo Methods for Dynamic Systems
- Sequential Monte Carlo Samplers
- Sparse index tracking using sequential Monte Carlo
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Tabu Search—Part I
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