76 citations · 156 across the 8 of their papers we have counts for
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stat.CO2015★ 52 cited
Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation
Nicolas Chopin, James Ridgway
Abstract. Whenever a new approach to perform Bayesian computation is introduced, a common practice is to showcase this approach on a binary regression model and datasets of moderat…
stat.CO2015★ 3 cited
Towards automatic calibration of the number of state particles within the SMC algorithm
Nicolas Chopin, James Ridgway, Mathieu Gerber +1
SMC is an efficient algorithm for sequential estimation and state inference of state-space models. It generates parameter particles , and, for each , it run…
stat.CO2014
Computation of Gaussian orthant probabilities in high dimension
James Ridgway
We study the computation of Gaussian orthant probabilities, i.e. the probability that a Gaussian falls inside a quadrant. The Geweke-Hajivassiliou-Keane (GHK) algorithm [Genz, 1992…