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20142026
most citedBayesian Inference for State Space Models using Block and Correlated Pseudo Marginal Methods

14 citations · 35 across the 35 of their papers we have counts for

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Showing 2018Show all

5 papers · 1 filter

stat.ME2018★ 1 cited

New Estimation Approaches for the Hierarchical Linear Ballistic Accumulator Model

David Gunawan, Guy E. Hawkins, Minh-Ngoc Tran +2

The Linear Ballistic Accumulator (Brown & Heathcote, 2008) model is used as a measurement tool to answer questions about applied psychology. The analyses based on this model depend…

stat.CO2018★ 4 cited

Efficient data augmentation for multivariate probit models with panel data: An application to general practitioner decision-making about contraceptives

Vincent Chin, David Gunawan, Denzil G. Fiebig +2

This article considers the problem of estimating a multivariate probit model in a panel data setting with emphasis on sampling a high-dimensional correlation matrix and improving t…

stat.CO2018

Subsampling Sequential Monte Carlo for Static Bayesian Models

David Gunawan, Khue-Dung Dang, Matias Quiroz +2

We show how to speed up Sequential Monte Carlo (SMC) for Bayesian inference in large data problems by data subsampling. SMC sequentially updates a cloud of particles through a sequ…

stat.ME2018

Robust Particle Density Tempering for State Space Models

David Gunawan, Robert Kohn, Minh Ngoc Tran

Density tempering (also called density annealing) is a sequential Monte Carlo approach to Bayesian inference for general state models; it is an alternative to Markov chain Monte Ca…

stat.ME2018

The Correlated Particle Hybrid Sampler for State Space Models

David Gunawan, Chris Carter, Robert Kohn

Particle Markov Chain Monte Carlo (PMCMC) is a general computational approach to Bayesian inference for general state space models. Our article scales up PMCMC in terms of the numb…