Proposes Latent Interacting Particle Systems with an efficient parameterization of twist potentials to enable approximate posterior inference for coupled continuous-time hidden Markov models via twisted sequential Monte Carlo, demonstrated on a latent SIRS graph model and real wildfire data.
Positive samplesz+ t are generated by the forward model using ancestral sampling ofz+ [0,T] ∼P θ first, and theny1:K, τ1:K
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.ML 1years
2025 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Efficient Inference for Coupled Hidden Markov Models in Continuous Time and Discrete Space
Proposes Latent Interacting Particle Systems with an efficient parameterization of twist potentials to enable approximate posterior inference for coupled continuous-time hidden Markov models via twisted sequential Monte Carlo, demonstrated on a latent SIRS graph model and real wildfire data.