43 citations · 78 across the 6 of their papers we have counts for
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stat.ME2022
Quasi-Newton Sequential Monte Carlo
Samuel Duffield, Sumeetpal S. Singh
Sequential Monte Carlo samplers represent a compelling approach to posterior inference in Bayesian models, due to being parallelisable and providing an unbiased estimate of the pos…
stat.ME2021★ 12 cited
Ensemble Kalman Inversion for General Likelihoods
Samuel Duffield, Sumeetpal S. Singh
In this letter we generalise Ensemble Kalman inversion techniques to general Bayesian models where previously they were restricted to additive Gaussian likelihoods - all in the dif…
stat.ME2020★ 9 cited
Online Particle Smoothing with Application to Map-matching
Samuel Duffield, Sumeetpal S. Singh
We introduce a novel method for online smoothing in state-space models that utilises a fixed-lag approximation to overcome the well known issue of path degeneracy. Unlike classical…