7 citations · 7 across the 4 of their papers we have counts for
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stat.ME2014★ 7 cited
An extended space approach for particle Markov chain Monte Carlo methods
Christopher K. Carter, Eduardo F. Mendes, Robert Kohn
In this paper we consider fully Bayesian inference in general state space models. Existing particle Markov chain Monte Carlo (MCMC) algorithms use an augmented model that takes int…
stat.CO2014
A flexible Particle Markov chain Monte Carlo method
Eduardo F. Mendes, Christopher K. Carter, David Gunawan +1
Particle Markov Chain Monte Carlo methods are used to carry out inference in non-linear and non-Gaussian state space models, where the posterior density of the states is approximat…