94 citations · 364 across the 9 of their papers we have counts for
3 papers · 1 filter
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…
Bridging the ensemble Kalman and particle filter
Marco Frei, Hans R. Künsch
In many applications of Monte Carlo nonlinear filtering, the propagation step is computationally expensive, and hence, the sample size is limited. With small sample sizes, the upda…
Stochastic partial differential equation based modelling of large space-time data sets
Fabio Sigrist, Hans R. Künsch, Werner A. Stahel
Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advectio…