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stat.ME2026
Robust, partially alive particle Metropolis-Hastings via the Frankenfilter
Chris Sherlock, Andrew Golightly, Anthony Lee
When a hidden Markov model permits the conditional likelihood of an observation given the hidden process to be zero, all particle simulations from one observation time to the next…
stat.ME2024
Sequential Bayesian inference for stochastic epidemic models of cumulative incidence
Sam A. Whitaker, Andrew Golightly, Colin S. Gillespie +1
Epidemics are inherently stochastic, and stochastic models provide an appropriate way to describe and analyse such phenomena. Given temporal incidence data consisting of, for examp…