Varsi, Alessandro
- A Single SMC Sampler on MPI that Outperforms a Single MCMC Sampler
2019/05/24 by Alessandro Varsi, Lykourgos Kekempanos, Varsi, Alessandro +5 · 1 citation
Computer Science · #Computation (stat.CO) #Distributed #FOS: Computer and information sciences #Neural Networks and Applications #Parallel #Target Tracking and Data Fusion in Sensor Networks #Time Series Analysis and Forecasting #and Cluster Computing (cs.DC)
- An O(log2N) SMC2 Algorithm on Distributed Memory with an Approx. Optimal L-Kernel
2023/11/21 by Conor Rosato, Rosato, Conor, Alessandro Varsi +5 · 4 citations
Computer Science · Mathematics · #Applications (stat.AP) #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #Markov Chains and Monte Carlo Methods #Statistical Methods and Bayesian Inference
- Enhanced SMC2: Leveraging Gradient Information from Differentiable Particle Filters Within Langevin Proposals
2024/07/24 by Rosato, Conor, Murphy, Joshua, Varsi, Alessandro +2 · 4 citations
#Applications (stat.AP) #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)