320 citations · 760 across the 27 of their papers we have counts for
4 papers · 1 filter
Scalable Monte Carlo Inference and Rescaled Local Asymptotic Normality
Ning Ning, Edward Ionides, Ya'acov Ritov
In this paper, we generalize the property of local asymptotic normality (LAN) to an enlarged neighborhood, under the name of rescaled local asymptotic normality (RLAN). We obtain s…
Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems
Carles Breto, Edward L. Ionides
We propose an infinitesimal dispersion index for Markov counting processes. We show that, under standard moment existence conditions, a process is infinitesimally (over-) equi-disp…
Iterated filtering
Edward L. Ionides, Anindya Bhadra, Yves Atchadé +1
Inference for partially observed Markov process models has been a longstanding methodological challenge with many scientific and engineering applications. Iterated filtering algori…
Time series analysis via mechanistic models
Carles Bretó, Daihai He, Edward L. Ionides +1
The purpose of time series analysis via mechanistic models is to reconcile the known or hypothesized structure of a dynamical system with observations collected over time. We devel…