27 citations · 59 across the 11 of their papers we have counts for
Showing 2012 · stat.MEShow all
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stat.ME2012★ 7 cited
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
Arnaud Doucet, Michael Pitt, George Deligiannidis +1
When an unbiased estimator of the likelihood is used within a Metropolis--Hastings chain, it is necessary to trade off the number of Monte Carlo samples used to construct this esti…
stat.ME2012★ 1 cited
Bayesian inference for nonlinear structural time series models
Jamie Hall, Michael K. Pitt, Robert Kohn
This article discusses a partially adapted particle filter for estimating the likelihood of a nonlinear structural econometric state space models whose state transition density can…