297 citations · 327 across the 8 of their papers we have counts for
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stat.CO2013★ 13 cited
SSM: Inference for time series analysis with State Space Models
Joseph Dureau, Sébastien Ballesteros, Tiffany Bogich
The main motivation behind the open source library SSM is to reduce the technical friction that prevents modellers from sharing their work, quickly iterating in crisis situations,…
stat.ME2013★ 3 cited
Bayesian Inference for partially observed SDEs Driven by Fractional Brownian Motion
Alexandros Beskos, Joseph Dureau, Konstantinos Kalogeropoulos
We consider continuous-time diffusion models driven by fractional Brownian motion. Observations are assumed to possess a non-trivial likelihood given the latent path. Due to the no…