38 citations · 42 across the 7 of their papers we have counts for
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stat.ME2022★ 1 cited
Monte Carlo twisting for particle filters
Joshua J Bon, Christopher Drovandi, Anthony Lee
We consider the problem of designing efficient particle filters for twisted Feynman--Kac models. Particle filters using twisted models can deliver low error approximations of stati…
stat.ME2022★ 1 cited
Improving the Accuracy of Marginal Approximations in Likelihood-Free Inference via Localisation
Christopher Drovandi, David J Nott, David T Frazier
Likelihood-free methods are an essential tool for performing inference for implicit models which can be simulated from, but for which the corresponding likelihood is intractable. H…