Parameter Estimation for Hidden Markov Models with Intractable Likelihoods

28 March 2011

Papers citing "Parameter Estimation for Hidden Markov Models with Intractable Likelihoods"

21 / 21 papers shown

Title
Copula Approximate Bayesian Computation Using Distribution Random Forests G. Karabatsos 42 1 0 28 Feb 2024
Computing Bayes: From Then 'Til Now' G. Martin David T. Frazier Christian P. Robert 35 15 0 01 Aug 2022
Approximating Bayes in the 21st Century G. Martin David T. Frazier Christian P. Robert 41 26 0 20 Dec 2021
Likelihood-Free Inference in State-Space Models with Unknown Dynamics Alexander Aushev Thong Tran Henri Pesonen Andrew Howes Samuel Kaski 28 1 0 02 Nov 2021
Variational Bayes in State Space Models: Inferential and Predictive Accuracy David T. Frazier Rubén Loaiza-Maya G. Martin 11 13 0 23 Jun 2021
Computing Bayes: Bayesian Computation from 1763 to the 21st Century G. Martin David T. Frazier Christian P. Robert 42 17 0 14 Apr 2020
A unified framework for 21cm tomography sample generation and parameter inference with Progressively Growing GANs Florian List G. Lewis 8 14 0 19 Feb 2020
Likelihood-free approximate Gibbs sampling G. S. Rodrigues David J. Nott Scott A. Sisson 30 24 0 11 Jun 2019
ABC Samplers Y. Fan Scott A. Sisson 22 28 0 26 Feb 2018
Kernel Recursive ABC: Point Estimation with Intractable Likelihood T. Kajihara Motonobu Kanagawa Keisuke Yamazaki Kenji Fukumizu 37 13 0 23 Feb 2018
Identification of multi-object dynamical systems: consistency and Fisher information J. Houssineau Sumeetpal S. Singh Ajay Jasra 13 4 0 14 Jul 2017
Learning of state-space models with highly informative observations: a tempered Sequential Monte Carlo solution Andreas Svensson Thomas B. Schon Fredrik Lindsten 22 17 0 06 Feb 2017
Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models G. Martin Brendan P. M. McCabe David T. Frazier Worapree Maneesoonthorn Christian P. Robert 20 44 0 27 Apr 2016
On the Asymptotic Efficiency of Approximate Bayesian Computation Estimators Wentao Li Paul Fearnhead 38 62 0 10 Jun 2015
Particle ancestor sampling for near-degenerate or intractable state transition models Fredrik Lindsten P. Bunch Sumeetpal S. Singh Thomas B. Schon 21 18 0 23 May 2015
Quasi-Newton particle Metropolis-Hastings J. Dahlin Fredrik Lindsten Thomas B. Schon 27 9 0 12 Feb 2015
Parameter Estimation in Hidden Markov Models with Intractable Likelihoods Using Sequential Monte Carlo S. Yıldırım Sumeetpal S. Singh Thomas Dean Ajay Jasra 28 36 0 17 Nov 2013
Approximate Bayesian Computation for Smoothing James S. Martin Ajay Jasra Sumeetpal S. Singh N. Whiteley E. McCoy 37 25 0 22 Jun 2012
Particle-kernel estimation of the filter density in state-space models Dan Crisan Joaquín Míguez 63 41 0 24 Nov 2011
Lack of confidence in ABC model choice Christian P. Robert J. Cornuet Jean-Michel Marin Natesh Pillai 65 50 0 22 Feb 2011
Approximate Bayesian Computational methods Jean-Michel Marin Pierre Pudlo Christian P. Robert Robin J. Ryder 91 859 0 05 Jan 2011