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Unbiased Markov chain Monte Carlo with couplings

, , and . (2017)cite arxiv:1708.03625Comment: Final version, accepted as a JRSS discussion paper; includes supplementary material as appendices; 12 figures, 48 pages.

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Unbiased Smoothing using Particle Independent Metropolis-Hastings., , , and . AISTATS, volume 89 of Proceedings of Machine Learning Research, page 2378-2387. PMLR, (2019)Bayesian Inference in Non-Markovian State-Space Models With Applications to Battery Fractional-Order Systems., , , , and . IEEE Trans. Control. Syst. Technol., 26 (2): 497-506 (2018)Estimating Convergence of Markov chains with L-Lag Couplings., , and . NeurIPS, page 7389-7399. (2019)Path storage in the particle filter., , and . Stat. Comput., 25 (2): 487-496 (2015)Schrödinger Bridge Samplers, , , and . (2019)cite arxiv:1912.13170Comment: 53 pages and 9 figures.Clustering Time Series with Nonlinear Dynamics: A Bayesian Non-Parametric and Particle-Based Approach., , , , , , and . AISTATS, volume 89 of Proceedings of Machine Learning Research, page 2476-2484. PMLR, (2019)Derivative-Free Estimation of the Score Vector and Observed Information Matrix with Application to State-Space Models, , and . (2013)cite arxiv:1304.5768Comment: Technical report, 43 pages, 7 figures.Unbiased Markov chain Monte Carlo with couplings, , and . (2017)cite arxiv:1708.03625Comment: Final version, accepted as a JRSS discussion paper; includes supplementary material as appendices; 12 figures, 48 pages.Clustering Time Series with Nonlinear Dynamics: A Bayesian Non-Parametric and Particle-Based Approach., , , , , , and . CoRR, (2018)Fast Approximation of the Sliced-Wasserstein Distance Using Concentration of Random Projections., , , , and . NeurIPS, page 12411-12424. (2021)