scientific article; zbMATH DE number 6114079

MaRDI QIDQ3144417zbMATH OpenFDO

Authors Pierre Del Moral, Arnaud Doucet, Ajay Jasra

Publication date 7 December 2012

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential statistical methods (62L99) Monte Carlo methods (65C05)

Cited in

(14)

• Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models
• Generalised linear mixed model analysis via sequential Monte Carlo sampling
• Sequential Monte Carlo with transformations
• On nonnegative unbiased estimators
• Inference for a class of partially observed point process models
• Sparse variational Bayesian approximations for nonlinear inverse problems: applications in nonlinear elastography
• Regression density estimation using smooth adaptive Gaussian mixtures
• Free energy computations by minimization of Kullback-Leibler divergence: An efficient adaptive biasing potential method for sparse representations
• Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers
• A survey of sequential Monte Carlo methods for economics and finance
• Bayesian model comparison with un-normalised likelihoods
• Cost free hyper-parameter selection/averaging for Bayesian inverse problems with vanilla and Rao-blackwellized SMC samplers
• Model-based structural health monitoring of naval ship hulls
• Adaptive particle-based approximations of the Gibbs posterior for inverse problems

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