155 citations · 360 across the 13 of their papers we have counts for
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Langevin Incremental Mixture Importance Sampling
Matteo Fasiolo, Flávio Eler de Melo, Simon Maskell
This work proposes a novel method through which local information about the target density can be used to construct an efficient importance sampler. The backbone of the proposed me…
A generalized Fellner-Schall method for smoothing parameter estimation with application to Tweedie location, scale and shape models
Simon N. Wood, Matteo Fasiolo
We consider the estimation of smoothing parameters and variance components in models with a regular log likelihood subject to quadratic penalization of the model coefficients, via…
An Extended Empirical Saddlepoint Approximation for Intractable Likelihoods
Matteo Fasiolo, Simon N. Wood, Florian Hartig +1
The challenges posed by complex stochastic models used in computational ecology, biology and genetics have stimulated the development of approximate approaches to statistical infer…