166 citations · 615 across the 26 of their papers we have counts for
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stat.CO2020
Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes
Andrew Golightly, Chris Sherlock
We consider the problem of inference for nonlinear, multivariate diffusion processes, satisfying Itô stochastic differential equations (SDEs), using data at discrete times that may…
stat.CO2020
Exact Bayesian inference for discretely observed Markov Jump Processes using finite rate matrices
Chris Sherlock, Andrew Golightly
We present new methodologies for Bayesian inference on the rate parameters of a discretely observed continuous-time Markov jump processes with a countably infinite state space. The…