10.9k citations
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Showing 2007 · stat.MEShow all
2 papers · 2 filters
stat.ME2007★ 7 cited
Particle Filters for Partially Observed Diffusions
Paul Fearnhead, Omiros Papaspiliopoulos, Gareth Roberts
In this paper we introduce a novel particle filter scheme for a class of partially-observed multivariate diffusions. %continuous-time dynamic models where the %signal is given by a…
stat.ME2007★ 317 cited
A General Framework for the Parametrization of Hierarchical Models
Omiros Papaspiliopoulos, Gareth O. Roberts, Martin Sköld
In this paper, we describe centering and noncentering methodology as complementary techniques for use in parametrization of broad classes of hierarchical models, with a view to the…