181 citations · 755 across the 107 of their papers we have counts for
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stat.ME2018★ 2 cited
Unbiased inference for discretely observed hidden Markov model diffusions
Neil K. Chada, Jordan Franks, Ajay Jasra +2
We develop a Bayesian inference method for diffusions observed discretely and with noise, which is free of discretisation bias. Unlike existing unbiased inference methods, our meth…
stat.ME2018
On Large Lag Smoothing for Hidden Markov Models
Jeremie Houssineau, Ajay Jasra, Sumeetpal S. Singh
In this article we consider the smoothing problem for hidden Markov models (HMM). Given a hidden Markov chain and observations , our objectiv…