Jimmy Olsson

Publication Activity (10 Years)

Years Active: 2008-2024
Publications (10 Years): 15

Top Topics

Importance Sampling

Top Venues

J. Comput. Graph. Stat.

Publications

Yazid Janati El Idrissi, Alain Durmus, Eric Moulines, Jimmy Olsson
Divide-and-Conquer Posterior Sampling for Denoising Diffusion Priors. CoRR (2024)
Alessandro Mastrototaro, Jimmy Olsson
Adaptive online variance estimation in particle filters: the ALVar estimator. Stat. Comput. 33 (4) (2023)
Tianfang Zhang, Rasmus Bokrantz, Jimmy Olsson
A similarity-based Bayesian mixture-of-experts model. Stat. Comput. 33 (4) (2023)
Alessandro Mastrototaro, Jimmy Olsson
Online Variational Sequential Monte Carlo. CoRR (2023)
Gabriel Cardoso, Yazid Janati El Idrissi, Sylvain Le Corff, Eric Moulines, Jimmy Olsson
State and parameter learning with PARIS particle Gibbs. ICML (2023)
Alice Martin, Marie-Pierre Étienne, Pierre Gloaguen, Sylvain Le Corff, Jimmy Olsson
Backward Importance Sampling for Online Estimation of State Space Models. J. Comput. Graph. Stat. 32 (4) (2023)
Jimmy Olsson, Tatjana Pavlenko, Felix L. Rios
Sequential sampling of junction trees for decomposable graphs. Stat. Comput. 32 (5) (2022)
Gabriel Cardoso, Sergey Samsonov, Achille Thin, Eric Moulines, Jimmy Olsson
BR-SNIS: Bias Reduced Self-Normalized Importance Sampling. CoRR (2022)
Gabriel Cardoso, Sergey Samsonov, Achille Thin, Eric Moulines, Jimmy Olsson
BR-SNIS: Bias Reduced Self-Normalized Importance Sampling. NeurIPS (2022)
Randal Douc, Alain Durmus, Aurélien Enfroy, Jimmy Olsson
Boost your favorite Markov Chain Monte Carlo sampler using Kac's theorem: the Kick-Kac teleportation algorithm. CoRR (2022)
Tianfang Zhang, Rasmus Bokrantz, Jimmy Olsson
A similarity-based Bayesian mixture-of-experts model. CoRR (2020)
Johan Alenlöv, Jimmy Olsson
Particle-Based Adaptive-Lag Online Marginal Smoothing in General State-Space Models. IEEE Trans. Signal Process. 67 (21) (2019)
Jimmy Olsson, Tetyana Pavlenko, Felix L. Rios
Sequential sampling of junction trees for decomposable graphs. CoRR (2018)
Jimmy Olsson, Johan Westerborn
Efficient parameter inference in general hidden Markov models using the filter derivatives. ICASSP (2016)
Randal Douc, Florian Maire, Jimmy Olsson
On the use of Markov chain Monte Carlo methods for the sampling of mixture models: a statistical perspective. Stat. Comput. 25 (1) (2015)
Julien Cornebise, Eric Moulines, Jimmy Olsson
Adaptive sequential Monte Carlo by means of mixture of experts. Stat. Comput. 24 (3) (2014)
Johan Westerborn, Jimmy Olsson
Efficient particle-based online smoothing in general hidden Markov models. ICASSP (2014)
Jimmy Olsson, Jonas Ströjby
Approximation of hidden Markov models by mixtures of experts with application to particle filtering. AISTATS (2010)
Julien Cornebise, Eric Moulines, Jimmy Olsson
Adaptive methods for sequential importance sampling with application to state space models. Stat. Comput. 18 (4) (2008)
Julien Cornebise, Eric Moulines, Jimmy Olsson
Adaptive methods for sequential importance sampling with application to state space models. EUSIPCO (2008)