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particle mcmc

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particle markov chain monte carlo (3) bayesian inference (3) state space model (2) gaussian process (2) markov chain monte carlo (2) stochastic processes (2) disease progression (1) nonparametric inference (1) continuous time systems (1) exact mcmc sampling (1)

Papers

Computationally Efficient Bayesian Learning of Gaussian Process State Space Models AISTATS 2016 Bayesian Inference and Learning in Gaussian Process State-Space Models with Particle MCMC NeurIPS 2013 MCMC for continuous-time discrete-state systems NeurIPS 2012 Priors over Recurrent Continuous Time Processes NeurIPS 2011