Lawrence M. Murray — accepted AI-conference papers

2020

Particle Filter with Rejection Control and Unbiased Estimator of the Marginal Likelihood

Jan Kudlicka, Lawrence M. Murray, Thomas B. Schön, Fredrik Lindsten

ICASSP 2020accepted

We consider the combined use of resampling and partial rejection control in sequential Monte Carlo methods, also known as particle filters. While the variance reducing properties of rejection control are known, there has not been (to the best of our knowledge) any work on unbiased estimation of the…

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2019

Probabilistic Programming for Birth-Death Models of Evolution Using an Alive Particle Filter with Delayed Sampling

Jan Kudlicka, Lawrence M. Murray, Fredrik Ronquist, Thomas B. Schön

UAI 2019poster

We consider probabilistic programming for birth-death models of evolution and introduce a new widely-applicable inference method that combines an extension of the alive particle filter (APF) with automatic Rao-Blackwellization via delayed sampling. Birth-death models of evolution are an important fa…

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