207 citations · 303 across the 20 of their papers we have counts for
3 papers · 1 filter
Statistical Inference in Hidden Markov Models using -segment Constraints
Michalis K. Titsias, Christopher Yau, Christopher C. Holmes
Hidden Markov models (HMMs) are one of the most widely used statistical methods for analyzing sequence data. However, the reporting of output from HMMs has largely been restricted…
The Alive Particle Filter
Ajay Jasra, Anthony Lee, Christopher Yau +1
In the following article we develop a particle filter for approximating Feynman-Kac models with indicator potentials. Examples of such models include approximate Bayesian computati…
A sequential algorithm for fast fitting of Dirichlet process mixture models
David Nott, Xiaole Zhang, Chris Yau +1
In this article we propose an improvement on the sequential updating and greedy search (SUGS) algorithm Wang and Dunson for fast fitting of Dirichlet process mixture models. The SU…