2 papers
stat.ME2026
Bayesian inference of sparsity in stable vector autoregressive processes
Sarah E. Heaps, Ian H. Jermyn, Yujiang Wang +1
Advances in sensing technology have made it possible to collect large volumes of high-dimensional time-series data. In fields like genetics and neuroscience, key questions concern…
stat.CO2026
Nested ensemble Kalman filter for static parameter inference in nonlinear state-space models
Andrew Golightly, Sarah E. Heaps, Chris Sherlock +2
The ensemble Kalman filter (EnKF) is a popular technique for performing inference in state-space models (SSMs), particularly when the dynamic process is high-dimensional. Unlike re…