14 citations · 35 across the 35 of their papers we have counts for
Showing 2016 · stat.MEShow all
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stat.ME2016★ 14 cited
Bayesian Inference for State Space Models using Block and Correlated Pseudo Marginal Methods
P. Choppala, D. Gunawan, J. Chen +2
This article addresses the problem of efficient Bayesian inference in dynamic systems using particle methods and makes a number of contributions. First, we develop a correlated pse…
stat.ME2016★ 2 cited
Computationally Efficient Bayesian Estimation of High Dimensional Copulas with Discrete and Mixed Margins
D. Gunawan, M. -N. Tran, K. Suzuki +2
Estimating copulas with discrete marginal distributions is challenging, especially in high dimensions, because computing the likelihood contribution of each observation requires ev…
stat.ME2016
Mixed Marginal Copula Modeling
David Gunawan, Mohamad A. Khaled, Robert Kohn
This article extends the literature on copulas with discrete or continuous marginals to the case where some of the marginals are a mixture of discrete and continuous components. We…