27 citations · 29 across the 2 of their papers we have counts for
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stat.ME2010★ 27 cited
Auxiliary Particle filtering within adaptive Metropolis-Hastings Sampling
Michael Pitt, Ralph Silva, Paolo Giordani +1
Our article deals with Bayesian inference for a general state space model with the simulated likelihood computed by the particle filter. We show empirically that the partially or f…
stat.ME2010★ 2 cited
A copula based approach to adaptive sampling
Ralph Silva, Robert Kohn, Paolo Giordani +1
Our article is concerned with adaptive sampling schemes for Bayesian inference that update the proposal densities using previous iterates. We introduce a copula based proposal dens…