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Anthony Lee

  1. The iterated auxiliary particle filter
    2015/11/19 by Pieralberto Guarniero, Guarniero, Pieralberto, Adam M. Johansen +3 · 6 citations
    Computer Science · #Bayesian Methods and Mixture Models #Bayesian Modeling and Causal Inference #Computation (stat.CO) #FOS: Computer and information sciences #Target Tracking and Data Fusion in Sensor Networks
  2. A general perspective on the Metropolis-Hastings kernel
    2020/12/29 by Christophe Andrieu, Anthony Lee, Andrieu, Christophe +3 · 3 citations
    Mathematics · Physics and Astronomy · #Computation (stat.CO) #FOS: Computer and information sciences #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Quantum chaos and dynamical systems #Stochastic processes and statistical mechanics
  3. Monte Carlo twisting for particle filters
    2022/08/08 by Joshua J. Bon, Bon, Joshua J, Christopher Drovandi +3 · 2 citations
    Computer Science · Environmental Science · #Computation (stat.CO) #FOS: Computer and information sciences #Hydrological Forecasting Using AI #Hydrology and Drought Analysis #Methodology (stat.ME) #Target Tracking and Data Fusion in Sensor Networks
  4. Mixing time of the conditional backward sampling particle filter
    2023/12/29 by Joona Karjalainen, Karjalainen, Joona, Anthony Lee +5 · 1 voice · 2 citations
    #stat.CO #math.PR