36 citations · 60 across the 6 of their papers we have counts for
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stat.ME2015
Bayesian sequential parameter estimation with a Laplace type approximation
Tiep Mai, Simon Wilson
A method for sequential inference of the fixed parameters of a dynamic latent Gaussian models is proposed and evaluated that is based on the iterated Laplace approximation. The met…
stat.ME2015
Modifying iterated Laplace approximations
Tiep Mai, Simon Wilson
In this paper, several modifications are introduced to the functional approximation method iterLap to reduce the approximation error, including stopping rule adjustment, proposal o…