22 citations · 46 across the 9 of their papers we have counts for
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stat.CO2014★ 22 cited
Efficient penalty search for multiple changepoint problems
Kaylea Haynes, Idris A. Eckley, Paul Fearnhead
In the multiple changepoint setting, various search methods have been proposed which involve optimising either a constrained or penalised cost function over possible numbers and lo…
stat.CO2010★ 3 cited
An Adaptive Sequential Monte Carlo Sampler
Paul Fearnhead, Benjamin M. Taylor
Sequential Monte Carlo (SMC) methods are not only a popular tool in the analysis of state space models, but offer an alternative to MCMC in situations where Bayesian inference must…