Unbiased and consistent nested sampling via sequential Monte Carlo
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Cites work
- Adaptively scaling the Metropolis algorithm using expected squared jumped distance
- An adaptive sequential Monte Carlo sampler
- Bayesian posterior repartitioning for nested sampling
- Efficient Monte Carlo simulation via the generalized splitting method
- Error bounds for sequential Monte Carlo samplers for multimodal distributions
- Fluctuation analysis of adaptive multilevel splitting
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- Improving the efficiency and robustness of nested sampling using posterior repartitioning
- Inference for Lévy-driven stochastic volatility models via adaptive sequential Monte Carlo
- Negative association, ordering and convergence of resampling methods
- Nested sampling for general Bayesian computation
- Nested sampling methods
- On the convergence of adaptive sequential Monte Carlo methods
- On the marginal likelihood and cross-validation
- Point process-based Monte Carlo estimation
- Properties of nested sampling
- Semi-exact control functionals from Sard’s method
- Sequential Monte Carlo for rare event estimation
- Sequential Monte Carlo Samplers
- Sequential Monte Carlo samplers with independent Markov chain Monte Carlo proposals
- The pseudo-marginal approach for efficient Monte Carlo computations
- Unbiasedness of some generalized adaptive multilevel splitting algorithms
- Variance reduction for Metropolis-Hastings samplers
- Waste-Free Sequential Monte Carlo
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