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.
Guided simulation of conditioned chemical reaction networks.arXiv preprint arXiv:2312.04457
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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.