720 citations · 802 across the 4 of their papers we have counts for
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stat.CO2010★ 56 cited
Efficient Bayesian Inference for Switching State-Space Models using Discrete Particle Markov Chain Monte Carlo Methods
Nick Whiteley, Christophe Andrieu, Arnaud Doucet
Switching state-space models (SSSM) are a very popular class of time series models that have found many applications in statistics, econometrics and advanced signal processing. Bay…
stat.CO2007
A note on convergence of the equi-energy sampler
Christophe Andrieu, Ajay Jasra, Arnaud Doucet +1
In a recent paper `The equi-energy sampler with applications statistical inference and statistical mechanics' [Ann. Stat. 34 (2006) 1581--1619], Kou, Zhou & Wong have presented a n…