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]

@inproceedings{MiddletonDDJ19,
  title = {Unbiased Smoothing using Particle Independent Metropolis-Hastings},
  author = {Lawrece Middleton and George Deligiannidis and Arnaud Doucet and Pierre E. Jacob},
  year = {2019},
  url = {http://proceedings.mlr.press/v89/middleton19a.html},
  researchr = {https://researchr.org/publication/MiddletonDDJ19},
  cites = {0},
  citedby = {0},
  pages = {2378-2387},
  booktitle = {The 22nd International Conference on Artificial Intelligence and Statistics, AISTATS 2019, 16-18 April 2019, Naha, Okinawa, Japan},
  editor = {Kamalika Chaudhuri and Masashi Sugiyama},
  volume = {89},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}