45 citations · 292 across the 21 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…
Bayesian Learning and Predictability in a Stochastic Nonlinear Dynamical Model
John Parslow, Noel Cressie, Edward P. Campbell +2
Bayesian inference methods are applied within a Bayesian hierarchical modelling framework to the problems of joint state and parameter estimation, and of state forecasting. We expl…
GPU acceleration of the particle filter: the Metropolis resampler
Lawrence Murray
We consider deployment of the particle filter on modern massively parallel hardware architectures, such as Graphics Processing Units (GPUs), with a focus on the resampling stage. W…
On Disturbance State-Space Models and the Particle Marginal Metropolis-Hastings Sampler
Lawrence M. Murray, Emlyn M. Jones, John Parslow
We investigate nonlinear state-space models without a closed-form transition density, and propose reformulating such models over their latent noise variables rather than their late…