A Blog Entry on Bayesian Computation by an Applied Mathematician
$$
$$
Abstract: Recently developments in continuous-time MCMC algorithms have emerged as a promising direction for scalable Bayesian computation. This poster explores their SMC counterparts. A new finding about a continuous-time limit of particle filter is discussed.
MLSS2024
Dates | Location |
---|---|
Mar. 4-15, 2024 | OIST, Okinawa, Japan |
Citation
BibTeX citation:
@online{shiba2024,
author = {Shiba, Hirofumi},
title = {A {Recent} {Development} of {Particle} {Methods}},
date = {2024-02-25},
url = {https://162348.github.io/posts/2024/Poster/RecentDevelopment.html},
langid = {en},
abstract = {The Machine Learning Summer School 2024 (despite its name,
it was held in spring due to typhoon considerations) offered me my
first opportunity to present in an academic setting.}
}
For attribution, please cite this work as:
Shiba, Hirofumi. 2024. “A Recent Development of Particle
Methods.” February 25, 2024. https://162348.github.io/posts/2024/Poster/RecentDevelopment.html.