177 citations · 349 across the 12 of their papers we have counts for
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stat.CO2009★ 4 cited
Online EM Algorithm for Hidden Markov Models
Olivier Cappé
Online (also called "recursive" or "adaptive") estimation of fixed model parameters in hidden Markov models is a topic of much interest in times series modelling. In this work, we…
astro-ph.CO2009★ 86 cited
Estimation of cosmological parameters using adaptive importance sampling
Darren Wraith, Martin Kilbinger, Karim Benabed +5
We present a Bayesian sampling algorithm called adaptive importance sampling or Population Monte Carlo (PMC), whose computational workload is easily parallelizable and thus has the…