207 citations · 565 across the 24 of their papers we have counts for
4 papers · 1 filter
Feynman-Kac particle integration with geometric interacting jumps
Pierre Del Moral, Pierre E. Jacob, Anthony Lee +2
This article is concerned with the design and analysis of discrete time Feynman-Kac particle integration models with geometric interacting jump processes. We analyze two general ty…
Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation
Anthony Lee, Krzysztof Latuszynski
Approximate Bayesian computation has emerged as a standard computational tool when dealing with the increasingly common scenario of completely intractable likelihood functions in B…
Twisted particle filters
Nick Whiteley, Anthony Lee
We investigate sampling laws for particle algorithms and the influence of these laws on the efficiency of particle approximations of marginal likelihoods in hidden Markov models. A…
Some discussions of D. Fearnhead and D. Prangle's Read Paper "Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation"
Christophe Andrieu, Simon Barthelme, Nicolas Chopin +11
This report is a collection of comments on the Read Paper of Fearnhead and Prangle (2011), to appear in the Journal of the Royal Statistical Society Series B, along with a reply fr…