no code implementations • 21 Oct 2019 • Jan Kudlicka, Lawrence M. Murray, Thomas B. Schön, Fredrik Lindsten
While the variance reducing properties of rejection control are known, there has not been (to the best of our knowledge) any work on unbiased estimation of the marginal likelihood (also known as the model evidence or the normalizing constant) in this type of particle filter.
1 code implementation • 10 Jul 2019 • Jan Kudlicka, Lawrence M. Murray, Fredrik Ronquist, Thomas B. Schön
Probabilistic programming languages (PPLs) give phylogeneticists a new and exciting tool: their models can be implemented as probabilistic programs with just a basic knowledge of programming.
5 code implementations • 25 Aug 2017 • Lawrence M. Murray, Daniel Lundén, Jan Kudlicka, David Broman, Thomas B. Schön
For inference with Sequential Monte Carlo, this automatically yields improvements such as locally-optimal proposals and Rao-Blackwellization.