27 citations · 38 across the 3 of their papers we have counts for
3 papers
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…
stat.CO2009★ 9 cited
Particle filtering within adaptive Metropolis Hastings sampling
Ralph Silva, Paolo Giordani, Robert Kohn +1
We show that it is feasible to carry out exact Bayesian inference for non-Gaussian state space models using an adaptive Metropolis Hastings sampling scheme with the likelihood appr…