| Publication | Date of Publication | Type |
|---|
De-biasing particle filtering for a continuous time hidden Markov model with a Cox process observation model
STATISTICA SINICA | 2024-06-12 | Paper |
Adaptive tuning of Hamiltonian Monte Carlo within sequential Monte Carlo
Bayesian Analysis | 2024-02-20 | Paper |
Higher-Order Monte Carlo through Cubic Stratification
SIAM Journal on Numerical Analysis | 2024-02-15 | Paper |
On backward smoothing algorithms
The Annals of Statistics | 2024-01-04 | Paper |
On resampling schemes for particle filters with weakly informative observations
The Annals of Statistics | 2023-01-12 | Paper |
Waste-Free Sequential Monte Carlo
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-09-27 | Paper |
Improving Approximate Bayesian Computation via Quasi-Monte Carlo
Journal of Computational and Graphical Statistics | 2022-03-28 | Paper |
On resampling schemes for particle filters with weakly informative observations
| 2022-03-18 | Paper |
Sequential Monte Carlo methods in Bayesian joint models for longitudinal and time-to-event data
Statistical Modelling | 2021-05-10 | Paper |
An introduction to sequential Monte Carlo
Springer Series in Statistics | 2020-09-04 | Paper |
Negative association, ordering and convergence of resampling methods
The Annals of Statistics | 2019-07-18 | Paper |
Sequential quasi Monte Carlo. With discussion and authors' reply
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
\(\mathrm{SMC}^2\): an efficient algorithm for sequential analysis of state space models
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-05-09 | Paper |
Control functionals for Monte Carlo integration
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-05-09 | Paper |
Sequential quasi-Monte Carlo: introduction for non-experts, dimension reduction, application to partly observed diffusion processes
| 2019-02-18 | Paper |
Noise contrastive estimation: asymptotic properties, formal comparison with MC-MLE
Electronic Journal of Statistics | 2018-11-01 | Paper |
Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation
Statistical Science | 2018-10-02 | Paper |
Bayesian learning of noisy Markov decision processes
ACM Transactions on Modeling and Computer Simulation | 2018-04-16 | Paper |
Convergence of sequential quasi-Monte Carlo smoothing algorithms
Bernoulli | 2017-09-21 | Paper |
Expectation propagation for likelihood-free inference
Journal of the American Statistical Association | 2017-08-04 | Paper |
Sequential Monte Carlo methods in random intercept models for longitudinal data
Springer Proceedings in Mathematics & Statistics | 2017-06-13 | Paper |
On the properties of variational approximations of Gibbs posteriors
| 2017-02-03 | Paper |
Van der Corput and Golden ratio sequences along the Hilbert space-filling curve
Springer Proceedings in Mathematics & Statistics | 2017-01-20 | Paper |
On particle methods for parameter estimation in state-space models
Statistical Science | 2016-03-08 | Paper |
The Poisson transform for unnormalised statistical models
Statistics and Computing | 2016-02-23 | Paper |
On some recent advances on high dimensional Bayesian statistics
European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys | 2016-02-15 | Paper |
Harold Jeffreys's \textit{Theory of probability} revisited
Statistical Science | 2016-01-05 | Paper |
Rejoinder: ``Harold Jeffreys's \textit{Theory of probability} revisited
Statistical Science | 2016-01-05 | Paper |
Sequential Monte Carlo on large binary sampling spaces
Statistics and Computing | 2015-10-16 | Paper |
On particle Gibbs sampling
Bernoulli | 2015-08-05 | Paper |
Free energy methods for Bayesian inference: efficient exploration of univariate Gaussian mixture posteriors
Statistics and Computing | 2012-12-07 | Paper |
Fast simulation of truncated Gaussian distributions
Statistics and Computing | 2012-12-06 | Paper |
Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2012-10-16 | Paper |
Perfect simulation for the Feynman-Kac law on the path space
| 2012-10-01 | Paper |
Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process
The Annals of Statistics | 2012-08-29 | Paper |
Stability of Feynman-Kac formulae with path-dependent potentials
Stochastic Processes and their Applications | 2011-01-14 | Paper |
Properties of nested sampling
Biometrika | 2010-09-22 | Paper |
On the equivalence between standard and sequentially ordered hidden Markov models
Statistics \& Probability Letters | 2009-09-30 | Paper |
Particle filtering for continuous-time hidden Markov models
ESAIM: Proceedings | 2007-11-20 | Paper |
Inference and Model Choice for Sequentially Ordered Hidden Markov Models
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2007-10-26 | Paper |
Dynamic detection of change points in long time series
Annals of the Institute of Statistical Mathematics | 2007-09-10 | Paper |
Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference
The Annals of Statistics | 2005-09-12 | Paper |
Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation
Journal of Econometrics | 2004-11-18 | Paper |
A sequential particle filter method for static models
Biometrika | 2004-03-16 | Paper |
