Concepedia

Particle Gibbs Sampling

Particle Gibbs Sampling is a Markov chain Monte Carlo algorithm that belongs to the class of particle MCMC methods, distinguished by its integration of a conditional sequential Monte Carlo update within a Gibbs sampling framework to sample from the full posterior distribution of latent states in state-space models.

38

Publications

1.4K

Citations

75

Authors

50

Institutions

Publications per year

2017–2026

7

Variants

Pgibbs

Parents

Publications

38

Particle gibbs with ancestor sampling

Fredrik Lindsten, Michael I. Jordan, Thomas B. Schön · Journal of Machine Learning Research · 2014 · 132 citations

, , +13

Particle Gibbs with Ancestor Sampling

Fredrik Lindsten, Michael I. Jordan, Thomas B. Schön · arXiv (Cornell University) · 2014 · 126 citations · Full text

, , +13

High dimensional dynamic stochastic copula models

Ruey S. Tsay · Journal of Econometrics · 2015 · 111 citations

, , +17

On particle Gibbs sampling

Cambridge University Engineering Department Publications Database · 2015 · 80 citations

, , +16

Particle methods for maximum likelihood estimation in latent variable models

Adam M. Johansen, Manuel Davy · Statistics and Computing · 2007 · 80 citations

, , +8

1–5 of 38

Authors

75

  1. TB
    Thomas B. Schön

    Linköping University, Sweden

    7 publications · 387 citations

    7

    h-index

  2. FL
    Fredrik Lindsten

    Linköping University, Sweden

    7 publications · 411 citations

    7

    h-index

  3. MI
    Michael I. Jordan

    University of California, Berkeley, United States

    3 publications · 286 citations

    3

    h-index

  4. VK
    Vikash K. Mansinghka

    Massachusetts Institute of Technology, United States

    2 publications · 26 citations

    2

    h-index

  5. JV
    Jan-Willem van de Meent

    University of Oxford, United Kingdom

    2 publications · 26 citations

    2

    h-index

1–5 of 75

Institutions

50

  1. Linköping University

    Linköping, Sweden

    8 h-index

    10 publications

    511 citations

  2. University of Cambridge

    Cambridge, United Kingdom

    6 h-index

    9 publications

    384 citations

  3. Uppsala University

    Uppsala, Sweden

    3 h-index

    3 publications

    271 citations

  4. University of Oxford

    Oxford, United Kingdom

    3 h-index

    10 publications

    124 citations

  5. University of California, Berkeley

    Berkeley, United States

    3 h-index

    3 publications

    286 citations

  6. University of Chicago

    Chicago, United States

    2 h-index

    4 publications

    354 citations

  7. University of Bristol

    Bristol, United Kingdom

    2 h-index

    2 publications

    139 citations

  8. Lancaster University

    Lancaster, United Kingdom

    2 h-index

    2 publications

    25 citations

1–8 of 50

Venues

  1. arXiv (Cornell University)

    Repository · 6 publications · 228 citations

    6

    h-index

  2. Bernoulli

    3 publications · 135 citations

    3

    h-index

  3. IFAC Proceedings Volumes

    2 publications · 36 citations

    2

    h-index

  4. Oxford University Research Archive (ORA) (University of Oxford)

    Repository · 2 publications · 21 citations

    2

    h-index

  5. Cambridge University Engineering Department Publications Database

    Repository · 2 publications · 94 citations

    2

    h-index

1–5