10 citations · 27 across the 9 of their papers we have counts for
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math.ST2019★ 1 cited
Quasi-Bayes properties of a recursive procedure for mixtures
Sandra Fortini, Sonia Petrone
Bayesian methods are often optimal, yet increasing pressure for fast computations, especially with streaming data, brings renewed interest in faster, possibly sub-optimal, solution…
stat.ME2019★ 10 cited
A closed-form filter for binary time series
Augusto Fasano, Giovanni Rebaudo, Daniele Durante +1
Non-Gaussian state-space models arise in several applications, and within this framework the binary time series setting provides a relevant example. However, unlike for Gaussian st…