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An Adaptive Sequential Monte Carlo Algorithm for Computing Permanents
Sequential Monte Carlo Permanents Relative Variance
2013/6/14
We consider the computation of the permanent of a binary n by n matrix. It is well- known that the exact computation is a #P complete problem. A variety of Markov chain Monte Carlo (MCMC) computationa...
Bayesian Multi-Dipole Modeling of Single MEG Topographies by Adaptive Sequential Monte Carlo Samplers
Magnetoencephalography inverse problem Multi-object estimation Multi-dipole models Adaptive Sequential Monte Carlo samplers
2013/6/14
We describe a novel Bayesian approach to the estimation of neural currents from a single distribution of magnetic field, measured by magnetoencephalography. We model neural currents as an unknown numb...
Towards Automatic Model Comparison: An Adaptive Sequential Monte Carlo Approach
Adaptive Monte Carlo algorithms Bayesian model comparison Normalising constants Path sampling Thermodynamic integration
2013/4/27
Model comparison for the purposes of selection, averaging and validation is a problem found throughout statistics and related disciplines. Within the Bayesian paradigm, these problems all require the ...
Sequential Monte Carlo EM for multivariate probit models
Maximum likelihood Multivariate probit Monte Carlo EM adaptive sequential Monte Carlo
2011/7/19
A Monte Carlo EM algorithm is considered for the maximum likelihood estimation of multivariate probit models.
On sequential Monte Carlo，partial rejection control and approximate Bayesian computation
Approximate Bayesian computation Bayesian computation Likelihood free inference Sequential Monte Carlo samplers
2010/4/30
We present a sequential Monte Carlo sampler variant of the partial rejection
control algorithm, and show that this variant can be considered as a sequential
Monte Carlo sampler with a modified mutat...
A One-Pass Sequential Monte Carlo Method for Bayesian Analysis of Massive Datasets
Sequential Monte Carlo One-Pass Massive Datasets
2009/9/21
For Bayesian analysis of massive data, Markov chain Monte Carlo (MCMC) techniques often prove infeasible due to computational resource constraints. Standard MCMC methods generally require a complete s...
Generalised linear mixed model analysis via sequential Monte Carlo sampling
generalised additive models longitudinal data analysis nonparametric regression sequential Monte Carlo sampler
2009/9/16
We present a sequential Monte Carlo algorithm for the Bayesian analysis of generalised linear mixed models (GLMMs). These models support a variety of interesting regression-type analyses, but performi...