Schrodinger Bridge Samplers
Espen Bernton, Jeremy Heng, Arnaud Doucet, Pierre E Jacob (2020)
Variational Rejection Sampling
Aditya Grover, Ramki Gummadi, Miguel Lazaro-Gredilla, Dale Schuurmans, Stefano Ermon (2018)
AISTATS
Scalable Importance Tempering and Bayesian Variable Selection
Giacomo Zanella, Gareth O. Roberts (2018)
Tree-based Particle Smoothing Algorithms in a Hidden Markov Model
Dong Ding, Axel Gandy (2018)
The sample size required in importance sampling
Sourav Chatterjee and Persi Diaconis (2018)
Ann. Appl. Probab.
Unbiased Hamiltonian Monte Carlo with couplings
Jeremy Heng, Pierre E. Jacob (2017)
Infectious Disease Dynamics Inferred from Genetic Data via Sequential Monte Carlo
R.A. Smith, E.L. Ionides, A.A. King (2017)
Control functionals for Monte Carlo integration
Chris J. Oates, Mark Girolami, Nicolas Chopin (2016)