362 citations · 470 across the 35 of their papers we have counts for
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stat.CO2012★ 9 cited
Static Parameter Estimation for ABC Approximations of Hidden Markov Models
Elena Ehrlich, Ajay Jasra, Nikolas Kantas
In this article we focus on Maximum Likelihood estimation (MLE) for the static parameters of hidden Markov models (HMMs). We will consider the case where one cannot or does not wan…
stat.CO2012
Calculating principal eigen-functions of non-negative integral kernels: particle approximations and applications
Nick Whiteley, Nikolas Kantas
Often in applications such as rare events estimation or optimal control it is required that one calculates the principal eigen-function and eigen-value of a non-negative integral k…
stat.CO2012
Bayesian Parameter Inference for Partially Observed Stopped Processes
Ajay Jasra, Nikolas Kantas
In this article we consider Bayesian parameter inference associated to partially-observed stochastic processes that start from a set B0 and are stopped or killed at the first hitti…