181 citations · 755 across the 107 of their papers we have counts for
Showing 2012 · stat.COShow all
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stat.CO2012★ 9 cited
Static Parameter Estimation for ABC Approximations of Hidden Markov Models
Elena Ehrlich, Ajay Jasra, Nikolas Kantas
In this article we focus on Maximum Likelihood estimation (MLE) for the static parameters of hidden Markov models (HMMs). We will consider the case where one cannot or does not wan…
stat.CO2012★ 4 cited
Approximate Bayesian Computation for Smoothing
James S. Martin, Ajay Jasra, Sumeetpal S. Singh +2
We consider a method for approximate inference in hidden Markov models (HMMs). The method circumvents the need to evaluate conditional densities of observations given the hidden st…
stat.CO2012
Bayesian Parameter Inference for Partially Observed Stopped Processes
Ajay Jasra, Nikolas Kantas
In this article we consider Bayesian parameter inference associated to partially-observed stochastic processes that start from a set B0 and are stopped or killed at the first hitti…