35 citations · 70 across the 2 of their papers we have counts for
2 papers
stat.AP2012★ 35 cited
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…
stat.CO2012★ 35 cited
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…