| Publication | Date of Publication | Type |
|---|
Particle-based, rapid incremental smoother meets particle Gibbs
STATISTICA SINICA | 2024-06-12 | Paper |
Fast and Numerically Stable Particle-Based Online Additive Smoothing: The AdaSmooth Algorithm
Journal of the American Statistical Association | 2024-03-19 | Paper |
Backward Importance Sampling for Online Estimation of State Space Models
Journal of Computational and Graphical Statistics | 2024-01-22 | Paper |
A similarity-based Bayesian mixture-of-experts model
Statistics and Computing | 2023-07-21 | Paper |
Adaptive online variance estimation in particle filters: the ALVar estimator
Statistics and Computing | 2023-07-21 | Paper |
Sequential sampling of junction trees for decomposable graphs
Statistics and Computing | 2022-10-07 | Paper |
A pseudo-marginal sequential Monte Carlo online smoothing algorithm
Bernoulli | 2022-09-28 | Paper |
A pseudo-marginal sequential Monte Carlo online smoothing algorithm
Bernoulli | 2022-09-28 | Paper |
Particle-based online estimation of tangent filters with application to parameter estimation in nonlinear state-space models
Annals of the Institute of Statistical Mathematics | 2020-03-09 | Paper |
Posterior consistency for partially observed Markov models
Stochastic Processes and their Applications | 2020-01-24 | Paper |
Particle-Based Adaptive-Lag Online Marginal Smoothing in General State-Space Models
IEEE Transactions on Signal Processing | 2019-10-28 | Paper |
Bayesian learning of weakly structural Markov graph laws using sequential Monte Carlo methods
Electronic Journal of Statistics | 2019-09-13 | Paper |
Bayesian learning of weakly structural Markov graph laws using sequential Monte Carlo methods
Electronic Journal of Statistics | 2019-09-13 | Paper |
Numerically stable online estimation of variance in particle filters
Bernoulli | 2019-04-30 | Paper |
Numerically stable online estimation of variance in particle filters
Bernoulli | 2019-04-30 | Paper |
Rao-Blackwellization of Particle Markov Chain Monte Carlo Methods Using Forward Filtering Backward Sampling
IEEE Transactions on Signal Processing | 2018-07-18 | Paper |
Efficient particle-based online smoothing in general hidden Markov models: the PaRIS algorithm
Bernoulli | 2017-05-11 | Paper |
Convergence properties of weighted particle islands with application to the double bootstrap algorithm
(available as arXiv preprint) | 2017-04-10 | Paper |
| Convergence properties of weighted particle islands with application to the double bootstrap algorithm | 2017-04-10 | Paper |
Antithetic sampling for sequential Monte Carlo methods with application to state-space models
Annals of the Institute of Statistical Mathematics | 2016-09-16 | Paper |
On the use of Markov chain Monte Carlo methods for the sampling of mixture models: a statistical perspective
Statistics and Computing | 2016-02-22 | Paper |
Adaptive sequential Monte Carlo by means of mixture of experts
Statistics and Computing | 2015-11-19 | Paper |
Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods
The Annals of Statistics | 2014-10-17 | Paper |
Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods
The Annals of Statistics | 2014-10-17 | Paper |
Long-term stability of sequential Monte Carlo methods under verifiable conditions
The Annals of Applied Probability | 2014-09-25 | Paper |
Long-term stability of sequential Monte Carlo methods under verifiable conditions
The Annals of Applied Probability | 2014-09-25 | Paper |
Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators
Electronic Journal of Statistics | 2013-05-28 | Paper |
Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators
Electronic Journal of Statistics | 2013-05-28 | Paper |
Sequential Monte Carlo smoothing for general state space hidden Markov models
The Annals of Applied Probability | 2012-01-10 | Paper |
Consistency of the maximum likelihood estimator for general hidden Markov models
The Annals of Statistics | 2011-04-05 | Paper |
| On the auxiliary particle filter | 2009-06-18 | Paper |
On the auxiliary particle filter
(available as arXiv preprint) | 2009-06-18 | Paper |
| On the Forward Filtering Backward Smoothing particle approximations of the smoothing distribution in general state spaces models | 2009-04-02 | Paper |
Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models
Bernoulli | 2009-03-02 | Paper |
Asymptotic properties of particle filter-based maximum likelihood estimators for state space models
Stochastic Processes and their Applications | 2008-03-18 | Paper |
On the use of sequential Monte Carlo methods for approximating smoothing functionals, with application to fixed parameter estimation
ESAIM: Proceedings | 2007-11-20 | Paper |
Particle filter-based approximate maximum likelihood inference asymptotics in state-space models
ESAIM: Proceedings | 2007-11-20 | Paper |
