362 citations · 470 across the 35 of their papers we have counts for
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stat.CO2011★ 24 cited
Linear Variance Bounds for Particle Approximations of Time-Homogeneous Feynman-Kac Formulae
Nick Whiteley, Nikolas Kantas, Ajay Jasra
This article establishes sufficient conditions for a linear-in-time bound on the non-asymptotic variance of particle approximations of time-homogeneous Feynman-Kac formulae. These…
math.ST2011★ 1 cited
Parameter Estimation for Hidden Markov Models with Intractable Likelihoods
Thomas A. Dean, Sumeetpal S. Singh, Ajay Jasra +1
Approximate Bayesian computation (ABC) is a popular technique for approximating likelihoods and is often used in parameter estimation when the likelihood functions are analytically…