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Variational Combinatorial Sequential Monte Carlo Methods for Bayesian Phylogenetic Inference


Jun 17, 2021
Antonio Khalil Moretti, Liyi Zhang, Christian A. Naesseth, Hadiah Venner, David Blei, Itsik Pe'er

* 15 pages, 9 figures 

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Markovian Score Climbing: Variational Inference with KL(p||q)


Mar 23, 2020
Christian A. Naesseth, Fredrik Lindsten, David Blei


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Elements of Sequential Monte Carlo


Mar 12, 2019
Christian A. Naesseth, Fredrik Lindsten, Thomas B. Schön

* Under review at Foundations and Trends in Machine Learning 

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Variational Sequential Monte Carlo


Feb 21, 2018
Christian A. Naesseth, Scott W. Linderman, Rajesh Ranganath, David M. Blei


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Interacting Particle Markov Chain Monte Carlo


Apr 12, 2017
Tom Rainforth, Christian A. Naesseth, Fredrik Lindsten, Brooks Paige, Jan-Willem van de Meent, Arnaud Doucet, Frank Wood

* JMLR W&CP 48 : 2616-2625, 2016 

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Reparameterization Gradients through Acceptance-Rejection Sampling Algorithms


Mar 10, 2017
Christian A. Naesseth, Francisco J. R. Ruiz, Scott W. Linderman, David M. Blei


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High-dimensional Filtering using Nested Sequential Monte Carlo


Dec 29, 2016
Christian A. Naesseth, Fredrik Lindsten, Thomas B. Schön


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Sequential Monte Carlo Methods for System Identification


Mar 10, 2016
Thomas B. Schön, Fredrik Lindsten, Johan Dahlin, Johan Wågberg, Christian A. Naesseth, Andreas Svensson, Liang Dai

* In proceedings of the 17th IFAC Symposium on System Identification (SYSID). Added cover page 

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Nested Sequential Monte Carlo Methods


Sep 11, 2015
Christian A. Naesseth, Fredrik Lindsten, Thomas B. Schön

* Extended version of paper published in Proceedings of the 32nd International Conference on Machine Learning (ICML), Lille, France, 2015 

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Divide-and-Conquer with Sequential Monte Carlo


Jun 30, 2015
Fredrik Lindsten, Adam M. Johansen, Christian A. Naesseth, Bonnie Kirkpatrick, Thomas B. Schön, John Aston, Alexandre Bouchard-Côté

* Journal of Computational and Graphical Statistics, 26(2):445-458, 2017 

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Sequential Monte Carlo for Graphical Models


Oct 06, 2014
Christian A. Naesseth, Fredrik Lindsten, Thomas B. Schön


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