3 citations · 3 across the 3 of their papers we have counts for
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stat.CO2022
De-biasing particle filtering for a continuous time hidden Markov model with a Cox process observation model
Ruiyang Jin, Sumeetpal S. Singh, Nicolas Chopin
We develop a (nearly) unbiased particle filtering algorithm for a specific class of continuous-time state-space models, such that (a) the latent process is a linear Gaussian…
stat.CO2019
Fast Markov chain Monte Carlo for high dimensional Bayesian regression models with shrinkage priors
Rui Jin, Aixin Tan
In the past decade, many Bayesian shrinkage models have been developed for linear regression problems where the number of covariates, , is large. Computing the intractable poste…