32 citations · 182 across the 41 of their papers we have counts for
6 papers · 1 filter
The iterated auxiliary particle filter
Pieralberto Guarniero, Adam M. Johansen, Anthony Lee
We present an offline, iterated particle filter to facilitate statistical inference in general state space hidden Markov models. Given a model and a sequence of observations, the a…
Pointwise Convergence in Probability of General Smoothing Splines
Matthew Thorpe, Adam M. Johansen
Establishing the convergence of splines can be cast as a variational problem which is amenable to a -convergence approach. We consider the case in which the regularization coeff…
Convergence and Rates for Fixed-Interval Multiple-Track Smoothing Using -Means Type Optimization
Matthew Thorpe, Adam M. Johansen
We address the task of estimating multiple trajectories from unlabeled data. This problem arises in many settings, one could think of the construction of maps of transport networks…
Bayesian model comparison with un-normalised likelihoods
Richard G. Everitt, Adam M. Johansen, Ellen Rowing +1
Models for which the likelihood function can be evaluated only up to a parameter-dependent unknown normalising constant, such as Markov random field models, are used widely in comp…
Discussion of "Sequential Quasi-Monte-Carlo Sampling" by M. Gerber and N. Chopin
M. Pollock, A. M. Johansen, K. Łatuszyński +1
In this comment we consider whether QMC methods can be further embedded within SMC schemes in settings in which the transition density of the latent process is intractable and pseu…
Convergence of the -Means Minimization Problem using -Convergence
Matthew Thorpe, Florian Theil, Adam M. Johansen +1
The -means method is an iterative clustering algorithm which associates each observation with one of clusters. It traditionally employs cluster centers in the same space as…