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stat.AP2025
Improved Disease Outbreak Detection from Out-of-sequence measurements Using Markov-switching Fixed-lag Particle Filters
Conor Rosato, Joshua Murphy, Siân E. Jenkins +7
Particle filters (PFs) have become an essential tool for disease surveillance, as they can estimate hidden epidemic states in nonlinear and non-Gaussian models. In epidemic modelli…
stat.ML2025
Hess-MC2: Sequential Monte Carlo Squared using Hessian Information and Second Order Proposals
Joshua Murphy, Conor Rosato, Andrew Millard +3
When performing Bayesian inference using Sequential Monte Carlo (SMC) methods, two considerations arise: the accuracy of the posterior approximation and computational efficiency. T…