Search Results for author: Jan Kudlicka

Found 3 papers, 2 papers with code

Particle filter with rejection control and unbiased estimator of the marginal likelihood

no code implementations21 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.

Probabilistic programming for birth-death models of evolution using an alive particle filter with delayed sampling

1 code implementation10 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.

Probabilistic Programming

Delayed Sampling and Automatic Rao-Blackwellization of Probabilistic Programs

5 code implementations25 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.

Probabilistic Programming

Cannot find the paper you are looking for? You can Submit a new open access paper.