14 citations · 14 across the 3 of their papers we have counts for
3 papers
stat.AP2018
Adaptive Sequential MCMC for Combined State and Parameter Estimation
Zhanglong Cao, David Bryant, Matthew Parry
In the case of a linear state space model, we implement an MCMC sampler with two phases. In the learning phase, a self-tuning sampler is used to learn the parameter mean and covari…
math.ST2018
V-Splines and Bayes Estimate
Zhanglong Cao, David Bryant, Matthew Parry
Smoothing splines can be thought of as the posterior mean of a Gaussian process regression in a certain limit. By constructing a reproducing kernel Hilbert space with an appropriat…
stat.ME2018★ 14 cited
Adaptive Smoothing for Trajectory Reconstruction
Zhanglong Cao, David Bryant, Tim Molteno +2
Trajectory reconstruction is the process of inferring the path of a moving object between successive observations. In this paper, we propose a smoothing spline -- which we name the…