Publication | Date of Publication | Type |
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Adaptive tuning of Hamiltonian Monte Carlo within sequential Monte Carlo | 2024-02-20 | Paper |
Higher-Order Monte Carlo through Cubic Stratification | 2024-02-15 | Paper |
On backward smoothing algorithms | 2024-01-04 | Paper |
On resampling schemes for particle filters with weakly informative observations | 2023-01-12 | Paper |
Waste-Free Sequential Monte Carlo | 2022-09-27 | Paper |
Improving Approximate Bayesian Computation via Quasi-Monte Carlo | 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 | 2021-05-10 | Paper |
An Introduction to Sequential Monte Carlo | 2020-09-04 | Paper |
Negative association, ordering and convergence of resampling methods | 2019-07-18 | Paper |
Sequential Quasi Monte Carlo | 2019-06-12 | Paper |
SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models | 2019-05-09 | Paper |
Control Functionals for Monte Carlo Integration | 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 | 2018-11-01 | Paper |
Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation | 2018-10-02 | Paper |
Bayesian Learning of Noisy Markov Decision Processes | 2018-04-16 | Paper |
Convergence of sequential quasi-Monte Carlo smoothing algorithms | 2017-09-21 | Paper |
Expectation Propagation for Likelihood-Free Inference | 2017-08-04 | Paper |
Sequential Monte Carlo Methods in Random Intercept Models for Longitudinal Data | 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 | 2017-01-20 | Paper |
On particle methods for parameter estimation in state-space models | 2016-03-08 | Paper |
The Poisson transform for unnormalised statistical models | 2016-02-23 | Paper |
On some recent advances on high dimensional Bayesian statistics | 2016-02-15 | Paper |
Harold Jeffreys's \textit{Theory of probability} revisited | 2016-01-05 | Paper |
Rejoinder: ``Harold Jeffreys's \textit{Theory of probability} revisited | 2016-01-05 | Paper |
Sequential Monte Carlo on large binary sampling spaces | 2015-10-16 | Paper |
On particle Gibbs sampling | 2015-08-05 | Paper |
Free energy methods for Bayesian inference: efficient exploration of univariate Gaussian mixture posteriors | 2012-12-07 | Paper |
Fast simulation of truncated Gaussian distributions | 2012-12-06 | Paper |
Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations | 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 | 2012-08-29 | Paper |
Stability of Feynman-Kac formulae with path-dependent potentials | 2011-01-14 | Paper |
Properties of nested sampling | 2010-09-22 | Paper |
On the equivalence between standard and sequentially ordered hidden Markov models | 2009-09-30 | Paper |
Particle filtering for continuous-time hidden Markov models | 2007-11-20 | Paper |
Inference and Model Choice for Sequentially Ordered Hidden Markov Models | 2007-10-26 | Paper |
Dynamic detection of change points in long time series | 2007-09-10 | Paper |
Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference | 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 | 2004-11-18 | Paper |
A sequential particle filter method for static models | 2004-03-16 | Paper |