2.7k citations · 3.6k across the 79 of their papers we have counts for
Showing 2015Show all
2 papers · 1 filter
stat.CO2015★ 86 cited
Sequential Monte Carlo Methods for State and Parameter Estimation in Abruptly Changing Environments
Christopher Nemeth, Paul Fearnhead, Lyudmila Mihaylova
This paper develops a novel sequential Monte Carlo (SMC) approach for joint state and parameter estimation that can deal efficiently with abruptly changing parameters which is a co…
stat.ME2015★ 8 cited
On the Asymptotic Efficiency of Approximate Bayesian Computation Estimators
Wentao Li, Paul Fearnhead
Many statistical applications involve models for which it is difficult to evaluate the likelihood, but from which it is relatively easy to sample. Approximate Bayesian computation…