Sequential Monte Carlo with Highly Informative Observations

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Sequential Monte Carlo with Highly Informative Observations

16 May 2014

Lawrence M. Murray

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Papers citing "Sequential Monte Carlo with Highly Informative Observations"

8 / 8 papers shown

Title
Bayesian State-Space Modelling on High-Performance Hardware Using LibBi Lawrence M. Murray 97 113 0 14 Jun 2013
A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations Libo Sun Chihoon Lee J. Hoeting 66 10 0 19 May 2013
Capturing the time-varying drivers of an epidemic using stochastic dynamical systems Joseph Dureau K. Kalogeropoulos M. Baguelin 113 111 0 27 Mar 2012
On Disturbance State-Space Models and the Particle Marginal Metropolis-Hastings Sampler Lawrence M. Murray E. Jones J. Parslow 112 31 0 28 Feb 2012
SMC^2: an efficient algorithm for sequential analysis of state-space models Nicolas Chopin Pierre E. Jacob O. Papaspiliopoulos 100 357 0 07 Jan 2011
On sequential Monte Carlo, partial rejection control and approximate Bayesian computation G. Peters Yanan Fan Scott A. Sisson 109 71 0 26 Aug 2008
Adaptive approximate Bayesian computation Mark Beaumont J. Cornuet Jean-Michel Marin Christian P. Robert 226 645 0 15 May 2008
Particle Filters for Partially Observed Diffusions Paul Fearnhead O. Papaspiliopoulos Gareth O. Roberts 252 165 0 23 Oct 2007

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