Unbiased Smoothing using Particle Independent Metropolis-Hastings

Lawrece Middleton, George Deligiannidis, Arnaud Doucet, Pierre E. Jacob. Unbiased Smoothing using Particle Independent Metropolis-Hastings. In Kamalika Chaudhuri, Masashi Sugiyama, editors, The 22nd International Conference on Artificial Intelligence and Statistics, AISTATS 2019, 16-18 April 2019, Naha, Okinawa, Japan. Volume 89 of Proceedings of Machine Learning Research, pages 2378-2387, PMLR, 2019. [doi]

Abstract

Abstract is missing.