Browsing Scientific articles by Subject "Sequential Monte Carlo"
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Compiling Universal Probabilistic Programming Languages with Efficient Parallel Sequential Monte Carlo Inference
(Chapter, 2022)Probabilistic programming languages (PPLs) allow users to encode arbitrary inference problems, and PPL implementations provide general-purpose automatic inference for these problems. However, constructing inference ... -
Time-varying combinations of predictive densities using nonlinear filtering
(Journal article; Peer reviewed, 2013)We propose a Bayesian combination approach for multivariate predictive densities which relies upon a distributional state space representation of the combination weights. Several speci cations of multivariate time-varying ...