16 citations · 16 across the 4 of their papers we have counts for
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stat.CO2019★ 16 cited
Unbiased Smoothing using Particle Independent Metropolis-Hastings
Lawrence Middleton, George Deligiannidis, Arnaud Doucet +1
We consider the approximation of expectations with respect to the distribution of a latent Markov process given noisy measurements. This is known as the smoothing problem and is of…
stat.CO2018
Unbiased Markov chain Monte Carlo for intractable target distributions
Lawrence Middleton, George Deligiannidis, Arnaud Doucet +1
Performing numerical integration when the integrand itself cannot be evaluated point-wise is a challenging task that arises in statistical analysis, notably in Bayesian inference f…