most citedScalable Inference for Markov Processes with Intractable Likelihoods

4 citations · 12 across the 5 of their papers we have counts for

collaborators

5 papers

stat.CO20164 cited

Online state and parameter estimation in Dynamic Generalised Linear Models

Rui Vieira, Darren J. Wilkinson

Inference for streaming time-series is tightly coupled with the problem of Bayesian on-line state and parameter inference. In this paper we will introduce Dynamic Generalised Linea…

stat.CO20141 cited

Likelihood free inference for Markov processes: a comparison

Jamie Owen, Darren J. Wilkinson, Colin S. Gillespie

Approaches to Bayesian inference for problems with intractable likelihoods have become increasingly important in recent years. Approximate Bayesian computation (ABC) and "likelihoo…

stat.CO20143 cited

Bayesian inference for Markov jump processes with informative observations

Andrew Golightly, Darren J. Wilkinson

In this paper we consider the problem of parameter inference for Markov jump process (MJP) representations of stochastic kinetic models. Since transition probabilities are intracta…

stat.AP2014

Bayesian identification of protein differential expression in multi-group isobaric labelled mass spectrometry data

Howsun Jow, Richard J. Boys, Darren J. Wilkinson

In this paper we develop a Bayesian statistical inference approach to the unified analysis of isobaric labelled MS/MS proteomic data across multiple experiments. An explicit probab…

stat.CO20144 cited

Scalable Inference for Markov Processes with Intractable Likelihoods

Jamie Owen, Darren J. Wilkinson, Colin S. Gillespie

Bayesian inference for Markov processes has become increasingly relevant in recent years. Problems of this type often have intractable likelihoods and prior knowledge about model r…