4 citations · 12 across the 9 of their papers we have counts for
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stat.ME2023
Simulation Based Composite Likelihood
Lorenzo Rimella, Chris Jewell, Paul Fearnhead
Inference for high-dimensional hidden Markov models is challenging due to the exponential-in-dimension computational cost of calculating the likelihood. To address this issue, we i…
stat.AP2023★ 4 cited
A State-Space Perspective on Modelling and Inference for Online Skill Rating
Samuel Duffield, Samuel Power, Lorenzo Rimella
We summarise popular methods used for skill rating in competitive sports, along with their inferential paradigms and introduce new approaches based on sequential Monte Carlo and di…