
The GWishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models
Gaussian graphical models can capture complex dependency structures amon...
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Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo
Markov chain Monte Carlo (MCMC) is a powerful methodology for the approx...
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ScoreBased Parameter Estimation for a Class of ContinuousTime State Space Models
We consider the problem of parameter estimation for a class of continuou...
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MCMC Algorithms for Posteriors on Matrix Spaces
We study Markov chain Monte Carlo (MCMC) algorithms for target distribut...
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Online Smoothing for Diffusion Processes Observed with Noise
We introduce a methodology for online estimation of smoothing expectatio...
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Manifold Markov chain Monte Carlo methods for Bayesian inference in a wide class of diffusion models
Bayesian inference for partially observed, nonlinear diffusion models is...
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On the Efficacy of Monte Carlo Implementation of CAVI
In Variational Inference (VI), coordinateascent and gradientbased appr...
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Asymptotic Analysis of Model Selection Criteria for General Hidden Markov Models
The paper obtains analytical results for the asymptotic properties of Mo...
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Particle Filtering for Stochastic NavierStokes Signal Observed with Linear Additive Noise
We consider a nonlinear filtering problem, whereby the signal obeys the...
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Alexandros Beskos
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