756 citations · 3.9k across the 84 of their papers we have counts for
3 papers · 2 filters
Piecewise Deterministic Markov Processes for Continuous-Time Monte Carlo
Paul Fearnhead, Joris Bierkens, Murray Pollock +1
Recently there have been exciting developments in Monte Carlo methods, with the development of new MCMC and sequential Monte Carlo (SMC) algorithms which are based on continuous-ti…
Efficient real-time monitoring of an emerging influenza epidemic: how feasible?
Paul J Birrell, Lorenz Wernisch, Brian D M Tom +4
A prompt public health response to a new epidemic relies on the ability to monitor and predict its evolution in real time as data accumulate. The 2009 A/H1N1 outbreak in the UK rev…
The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data
Joris Bierkens, Paul Fearnhead, Gareth Roberts
Standard MCMC methods can scale poorly to big data settings due to the need to evaluate the likelihood at each iteration. There have been a number of approximate MCMC algorithms th…