106 citations · 184 across the 3 of their papers we have counts for
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stat.CO2025
Nested ensemble Kalman filter for static parameter inference in nonlinear state-space models
Andrew Golightly, Sarah E. Heaps, Chris Sherlock +2
The ensemble Kalman filter (EnKF) is a popular technique for performing inference in state-space models (SSMs), particularly when the dynamic process is high-dimensional. Unlike re…
stat.CO2018
Efficient sampling of conditioned Markov jump processes
Andrew Golightly, Chris Sherlock
We consider the task of generating draws from a Markov jump process (MJP) between two time-points at which the process is known. Resulting draws are typically termed bridges and th…
stat.CO2009★ 78 cited
Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets
Chris Sherlock, Gareth Roberts
Scaling of proposals for Metropolis algorithms is an important practical problem in MCMC implementation. Criteria for scaling based on empirical acceptance rates of algorithms have…