paper-with-me

Papers

Particle filter with rejection control and unbiased estimator of the marginal likelihood

2019-10-21 · Jan Kudlicka, Lawrence M. Murray, Thomas B. Schön, Fredrik Lindsten

We consider the combined use of resampling and partial rejection control in sequential Monte Carlo methods, also known as particle filters. While the variance reducing properties of rejection control are known, there has not been (to the best of our knowledge) any work on unbiased estimation of the marginal likelihood (also known as the model evidence or the normalizing constant) in this type of particle filter. Being able to estimate the marginal likelihood without bias is highly relevant for model comparison, computation of interpretable and reliable confidence intervals, and in exact approximation methods, such as particle Markov chain Monte Carlo. In the paper we present a particle filter with rejection control that enables unbiased estimation of the marginal likelihood.

📄 PDF Abstract BibTeX arXiv:1910.09527

Code (0)

등록된 구현이 없습니다.

Similar Papers 제목 키워드 기반

Partial Rejection Control for Robust Variational Inference in Sequential Latent Variable Models

2021-01-01 · Rahul Sharma, Soumya Banerjee, Dootika Vats, Piyush Rai

Effective variational inference crucially depends on a flexible variational family of distributions. Recent work has explored sequential Monte-Carlo (SMC) methods to construct variational distributions, which can, in pri…

Variational Inference

Variational Marginal Particle Filters

2021-09-30 · Jinlin Lai, Justin Domke, Daniel Sheldon

Variational inference for state space models (SSMs) is known to be hard in general. Recent works focus on deriving variational objectives for SSMs from unbiased sequential Monte Carlo estimators. We reveal that the margi…

State Space ModelsVariational Inference

Unbiased Smoothing using Particle Independent Metropolis-Hastings

2019-02-05 · Lawrence Middleton, George Deligiannidis, Arnaud Doucet, Pierre E. Jacob

We consider the approximation of expectations with respect to the distribution of a latent Markov process given noisy measurements. This is known as the smoothing problem and is often approached with particle and Markov …

Bernoulli Race Particle Filters

2019-03-03 · Sebastian M. Schmon, Arnaud Doucet, George Deligiannidis

When the weights in a particle filter are not available analytically, standard resampling methods cannot be employed. To circumvent this problem state-of-the-art algorithms replace the true weights with non-negative unbi…

valid

Variational Rejection Particle Filtering

2021-03-29 · Rahul Sharma, Soumya Banerjee, Dootika Vats, Piyush Rai

We present a variational inference (VI) framework that unifies and leverages sequential Monte-Carlo (particle filtering) with \emph{approximate} rejection sampling to construct a flexible family of variational distributi…

Variational Inference