Search Results for author: Joonha Park

Found 4 papers, 4 papers with code

Sampling from multimodal distributions using tempered Hamiltonian transitions

1 code implementation12 Nov 2021 Joonha Park

However, HMC struggles when the target distribution is multimodal, because the maximum increase in the potential energy function (i. e., the negative log density function) along the simulated path is bounded by the initial kinetic energy, which follows a half of the $\chi_d^2$ distribution, where d is the space dimension.

Partially observed Markov processes with spatial structure via the R package spatPomp

1 code implementation4 Jan 2021 Kidus Asfaw, Joonha Park, Allister Ho, Aaron A. King, Edward Ionides

We consider models where the collection of states is a latent Markov process, and a time series of noisy or incomplete measurements is made on each unit.

Methodology Computation

Markov chain Monte Carlo algorithms with sequential proposals

1 code implementation15 Jul 2019 Joonha Park, Yves F. Atchadé

We explore a general framework in Markov chain Monte Carlo (MCMC) sampling where sequential proposals are tried as a candidate for the next state of the Markov chain.

A guided intermediate resampling particle filter for inference on high dimensional systems

1 code implementation28 Aug 2017 Joonha Park, Edward L. Ionides

We obtain theoretical results showing improved scaling of a GIRF algorithm, relative to widely used particle filters, as the model dimension increases.


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