18 citations · 47 across the 16 of their papers we have counts for
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stat.CO2016★ 9 cited
On embedded hidden Markov models and particle Markov chain Monte Carlo methods
Axel Finke, Arnaud Doucet, Adam M. Johansen
The embedded hidden Markov model (EHMM) sampling method is a Markov chain Monte Carlo (MCMC) technique for state inference in non-linear non-Gaussian state-space models which was p…
stat.CO2016★ 18 cited
Approximate Smoothing and Parameter Estimation in High-Dimensional State-Space Models
Axel Finke, Sumeetpal S. Singh
We present approximate algorithms for performing smoothing in a class of high-dimensional state-space models via sequential Monte Carlo methods ("particle filters"). In high dimens…