| Publication | Date of Publication | Type |
|---|
Consistent and fast inference in compartmental models of epidemics using Poisson approximate likelihoods Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-09-16 | Paper |
The infinite viterbi alignment and decay-convexity Bernoulli | 2024-01-16 | Paper |
An Invitation to Sequential Monte Carlo Samplers Journal of the American Statistical Association | 2023-03-09 | Paper |
scientific article; zbMATH DE number 7625157 (Why is no real title available?) | 2022-11-29 | Paper |
Global Consensus Monte Carlo Journal of Computational and Graphical Statistics | 2022-03-29 | Paper |
Dimension-free Wasserstein contraction of nonlinear filters Stochastic Processes and their Applications | 2021-04-27 | Paper |
Forest resampling for distributed sequential Monte Carlo Statistical Analysis and Data Mining: The ASA Data Science Journal | 2020-10-14 | Paper |
Parallelizing particle filters with butterfly interactions Scandinavian Journal of Statistics | 2020-09-08 | Paper |
Negative association, ordering and convergence of resampling methods The Annals of Statistics | 2019-07-18 | Paper |
The population tracking model: a simple, scalable statistical model for neural population data Neural Computation | 2019-06-06 | Paper |
An Introduction to Twisted Particle Filters and Parameter Estimation in Non-Linear State-Space Models IEEE Transactions on Signal Processing | 2019-02-08 | Paper |
Variance estimation in the particle filter Biometrika | 2018-12-10 | Paper |
Stability with respect to initial conditions in \(V\)-norm for nonlinear filters with ergodic observations Journal of Applied Probability | 2018-09-26 | Paper |
Bayesian learning of noisy Markov decision processes ACM Transactions on Modeling and Computer Simulation | 2018-04-16 | Paper |
An algorithm for approximating the second moment of the normalizing constant estimate from a particle filter Methodology and Computing in Applied Probability | 2018-03-28 | Paper |
A hidden Markov model for decoding and the analysis of replay in spike trains Journal of Computational Neuroscience | 2018-03-14 | Paper |
Calculating Principal Eigen-Functions of Non-Negative Integral Kernels: Particle Approximations and Applications Mathematics of Operations Research | 2017-12-07 | Paper |
Fluctuations, stability and instability of a distributed particle filter with local exchange Stochastic Processes and their Applications | 2017-06-30 | Paper |
Sampling normalizing constants in high dimensions using inhomogeneous diffusions | 2016-12-22 | Paper |
Perfect sampling for nonhomogeneous Markov chains and hidden Markov models The Annals of Applied Probability | 2016-12-09 | Paper |
On the role of interaction in sequential Monte Carlo algorithms Bernoulli | 2016-02-22 | Paper |
Comment on article by Manolopoulou et al. Bayesian Analysis | 2016-02-11 | Paper |
Approximate Bayesian Computation for Smoothing Stochastic Analysis and Applications | 2014-06-13 | Paper |
Error bounds and normalising constants for sequential Monte Carlo samplers in high dimensions Advances in Applied Probability | 2014-05-09 | Paper |
Twisted particle filters The Annals of Statistics | 2014-05-05 | Paper |
Stability properties of some particle filters The Annals of Applied Probability | 2014-01-17 | Paper |
Sequential Monte Carlo Samplers: Error Bounds and Insensitivity to Initial Conditions Stochastic Analysis and Applications | 2012-11-09 | Paper |
Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae Stochastic Processes and their Applications | 2012-06-01 | Paper |