Computational Bayesian Statistics Journal Club

Discussion Leader: Simon Manskell, Liverpool University

Topic: Sequential Monte Carlo

[1] P L Green, R E Moore, R J Jackson, J Li and S Maskell. Increasing the efficiency of Sequential Monte Carlo samplers through the use of approximately optimal L-kernels. https://arxiv.org/abs/2004.12838

[2] Nguyen, T. L. T., Septier, F., Peters, G. W., & Delignon, Y. (2015). Efficient sequential Monte-Carlo samplers for Bayesian inference. IEEE Transactions on Signal Processing, 64(5), 1305-1319.

[3] Del Moral, P., Doucet, A., & Jasra, A. (2006). Sequential monte carlo samplers. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 68(3), 411-436.

Please email Sara Mejias Gonzalez at [email protected] for Zoom information if you would like to participate.