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math.ST2018★ 12 cited
Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo
Jere Koskela, Paul A. Jenkins, Adam M. Johansen +1
We study weighted particle systems in which new generations are resampled from current particles with probabilities proportional to their weights. This covers a broad class of sequ…
math.ST2015★ 7 cited
Consistency of Bayesian nonparametric inference for discretely observed jump diffusions
Jere Koskela, Dario Spano, Paul A. Jenkins
We introduce verifiable criteria for weak posterior consistency of identifiable Bayesian nonparametric inference for jump diffusions with unit diffusion coefficient and uniformly L…