463 citations · 599 across the 12 of their papers we have counts for
4 papers · 1 filter
Real time analysis of epidemic data
Jessica Welding, Peter Neal
Infectious diseases have severe health and economic consequences for society. It is important in controlling the spread of an emerging infectious disease to be able to both estimat…
Model comparison with missing data using MCMC and importance sampling
Panayiota Touloupou, Naif Alzahrani, Peter Neal +2
Selecting between competing statistical models is a challenging problem especially when the competing models are non-nested. In this paper we offer a simple solution by devising an…
Optimal scaling of the independence sampler: Theory and Practice
Peter Neal, Clement Lee
The independence sampler is one of the most commonly used MCMC algorithms usually as a component of a Metropolis-within-Gibbs algorithm. The common focus for the independence sampl…
Simulation based sequential Monte Carlo methods for discretely observed Markov processes
Peter Neal
Parameter estimation for discretely observed Markov processes is a challenging problem. However, simulation of Markov processes is straightforward using the Gillespie algorithm. We…