Asymptotically Exact Data Augmentation: Models, Properties, and Algorithms
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Computational and Graphical Statistics"
DOI: 10.1080/10618600.2020.1826954
Abstract: Abstract Data augmentation, by the introduction of auxiliary variables, has become an ubiquitous technique to improve convergence properties, simplify the implementation or reduce the computational time of inference methods such as Markov chain Monte Carlo… read more here.
Keywords: exact data; augmentation; augmentation models; models properties ... See more keywords
Asymptotically Exact Unweighted Particle Filter for Manifold-Valued Hidden States and Point Process Observations
Sign Up to like & getrecommendations! Published in 2020 at "IEEE Control Systems Letters"
DOI: 10.1109/lcsys.2019.2951093
Abstract: The filtering of a Markov diffusion process on a manifold from counting process observations leads to ‘large’ changes in the conditional distribution upon an observed event, corresponding to a multiplication of the density by the… read more here.
Keywords: particle filter; process; asymptotically exact; filter ... See more keywords