63 citations · 246 across the 20 of their papers we have counts for
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stat.CO2015★ 17 cited
Coupling stochastic EM and Approximate Bayesian Computation for parameter inference in state-space models
Umberto Picchini, Adeline Samson
We study the class of state-space models and perform maximum likelihood estimation for the model parameters. We consider a stochastic approximation expectation-maximization (SAEM)…
stat.ME2015★ 15 cited
Approximate maximum likelihood estimation using data-cloning ABC
Umberto Picchini, Rachele Anderson
A maximum likelihood methodology for a general class of models is presented, using an approximate Bayesian computation (ABC) approach. The typical target of ABC methods are models…