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math.ST2011★ 1 cited
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…
math.ST2011★ 17 cited
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…