362 citations · 635 across the 29 of their papers we have counts for
5 papers · 1 filter
Asymptotic Analysis of Model Selection Criteria for General Hidden Markov Models
Shouto Yonekura, Alexandros Beskos, Sumeetpal S. Singh
The paper obtains analytical results for the asymptotic properties of Model Selection Criteria -- widely used in practice -- for a general family of hidden Markov models (HMMs), th…
On the loss of Fisher information in some multi-object tracking observation models
Jeremie Houssineau, Ajay Jasra, Sumeetpal S. Singh
The concept of Fisher information can be useful even in cases where the probability distributions of interest are not absolutely continuous with respect to the natural reference me…
Identification of multi-object dynamical systems: consistency and Fisher information
Jeremie Houssineau, Sumeetpal S. Singh, Ajay Jasra
Learning the model parameters of a multi-object dynamical system from partial and perturbed observations is a challenging task. Despite recent numerical advancements in learning th…
Uniform Stability of a Particle Approximation of the Optimal Filter Derivative
Pierre Del Moral, Arnaud Doucet, Sumeetpal Singh
Sequential Monte Carlo methods, also known as particle methods, are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. In many ap…
Asymptotic Behaviour of Approximate Bayesian Estimators
Thomas A. Dean, Sumeetpal S. Singh
Although approximate Bayesian computation (ABC) has become a popular technique for performing parameter estimation when the likelihood functions are analytically intractable there…