94 citations · 364 across the 9 of their papers we have counts for
4 papers · 1 filter
Localization in High-Dimensional Monte Carlo Filtering
Sylvain Robert, Hans R. Künsch
The high dimensionality and computational constraints associated with filtering problems in large-scale geophysical applications are particularly challenging for the Particle Filte…
A Simulated Annealing Approach to Approximate Bayes Computations
Carlo Albert, Hans R. Kuensch, Andreas Scheidegger
Approximate Bayes Computations (ABC) are used for parameter inference when the likelihood function of the model is expensive to evaluate but relatively cheap to sample from. In par…
Approximate variances for tapered spectral estimates
Michael Amrein, Hans R. Künsch
We propose an approximation of the asymptotic variance that removes a certain discontinuity in the usual formula for the raw and the smoothed periodogram in case a data taper is us…
Rate estimation in partially observed Markov jump processes with measurement errors
Michael Amrein, Hans R. Kuensch
We present a simulation methodology for Bayesian estimation of rate parameters in Markov jump processes arising for example in stochastic kinetic models. To handle the problem of m…