6 citations · 11 across the 3 of their papers we have counts for
3 papers · 1 filter
Black-Box Inference for Non-Linear Latent Force Models
Wil O. C. Ward, Tom Ryder, Dennis Prangle +1
Latent force models are systems whereby there is a mechanistic model describing the dynamics of the system state, with some unknown forcing term that is approximated with a Gaussia…
Ensemble MCMC: Accelerating Pseudo-Marginal MCMC for State Space Models using the Ensemble Kalman Filter
Christopher Drovandi, Richard G Everitt, Andrew Golightly +1
Particle Markov chain Monte Carlo (pMCMC) is now a popular method for performing Bayesian statistical inference on challenging state space models (SSMs) with unknown static paramet…
Optimality Criteria for Probabilistic Numerical Methods
Chris. J. Oates, Jon Cockayne, Dennis Prangle +2
It is well understood that Bayesian decision theory and average case analysis are essentially identical. However, if one is interested in performing uncertainty quantification for…