Francois Septier

Institut Mines-Télécom Business School

9 rue Charles Fourier

Evry, 91011

France

SCHOLARLY PAPERS

2

DOWNLOADS

89

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Efficient Sequential Monte-Carlo Samplers for Bayesian Inference

Number of pages: 33 Posted: 06 Jun 2017
Thi Nguyen, Francois Septier, Gareth Peters and Yves Delignon
Institut Mines-Télécom Business School, Institut Mines-Télécom Business School, Department of Actuarial Mathematics and Statistics, Heriot-Watt University and Institut Mines-Télécom Business School
Downloads 65 (372,068)

Abstract:

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Bayesian inference, Sequential Monte Carlo sampler, complex models

2.

Langevin and Hamiltonian Based Sequential MCMC for Efficient Bayesian Filtering in High-Dimensional Spaces

IEEE Journal of Selected Topics in Signal Processing, Special issue on Stochastic Simulation and Optimisation in Signal Processing (2015)
Number of pages: 32 Posted: 06 Jun 2017
Francois Septier and Gareth Peters
Institut Mines-Télécom Business School and Department of Actuarial Mathematics and Statistics, Heriot-Watt University
Downloads 24 (541,352)

Abstract:

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Bayesian inference, filtering, Sequential Monte Carlo, Markov Chain Monte Carlo, state-space model, high-dimensional