Michael K. Pitt

Available identifiers

Publication	Date of Publication	Type
Large-sample asymptotics of the pseudo-marginal method	2021-04-08	Paper
The Correlated Pseudo-Marginal Method	2019-03-06	Paper
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter	2017-05-12	Paper
Particle filters for continuous likelihood evaluation and maximisation	2016-08-15	Paper
Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals	2016-07-29	Paper
The Correlated Pseudo-Marginal Method	2015-11-16	Paper
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator	2015-06-26	Paper
Bayesian inference for nonlinear structural time series models	2014-11-11	Paper
Simulated likelihood inference for stochastic volatility models using continuous particle filtering	2014-09-26	Paper
Constructing Stationary Time Series Models Using Auxiliary Variables With Applications	2007-08-20	Paper
Extended constructions of stationary autoregressive processes	2006-06-30	Paper
Constructing First Order Stationary Autoregressive Models via Latent Processes	2004-03-16	Paper
Filtering via Simulation: Auxiliary Particle Filters	2002-07-30	Paper
https://portal.mardi4nfdi.de/entity/Q2753037	2001-10-23	Paper
https://portal.mardi4nfdi.de/entity/Q4510988	2001-02-28	Paper
Analytic Convergence Rates and Parameterization Issues for the Gibbs Sampler Applied to State Space Models	1999-09-14	Paper
Likelihood analysis of non-Gaussian measurement time series	1997-11-18	Paper

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