24 citations · 147 across the 26 of their papers we have counts for
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stat.ME2020★ 1 cited
Ensemble Kalman filter based Sequential Monte Carlo Sampler for sequential Bayesian inference
Jiangqi Wu, Linjie Wen, Peter L Green +2
Many real-world problems require one to estimate parameters of interest, in a Bayesian framework, from data that are collected sequentially in time. Conventional methods for sampli…
stat.ME2015★ 19 cited
Stochastic Particle Flow for Nonlinear High-Dimensional Filtering Problems
Flávio Eler De Melo, Simon Maskell, Matteo Fasiolo +1
A series of novel filters for probabilistic inference that propose an alternative way of performing Bayesian updates, called particle flow filters, have been attracting recent inte…