118 citations · 133 across the 9 of their papers we have counts for
4 papers · 1 filter
The Lifebelt Particle Filter for robust estimation from low-valued count data
Alice Corbella, Trevelyan J. McKinley, Paul J. Birrell +4
Particle filtering methods can be applied to estimation problems in discrete spaces on bounded domains, to sample from and marginalise over unknown hidden states. As in continuous…
Automatic Zig-Zag sampling in practice
Alice Corbella, Simon E F Spencer, Gareth O Roberts
Novel Monte Carlo methods to generate samples from a target distribution, such as a posterior from a Bayesian analysis, have rapidly expanded in the past decade. Algorithms based o…
Simulation from quasi-stationary distributions on reducible state spaces
Adam Griffin, Paul A. Jenkins, Gareth O. Roberts +1
Quasi-stationary distributions (QSDs)arise from stochastic processes that exhibit transient equilibrium behaviour on the way to absorption QSDs are often mathematically intractable…
Model comparison with missing data using MCMC and importance sampling
Panayiota Touloupou, Naif Alzahrani, Peter Neal +2
Selecting between competing statistical models is a challenging problem especially when the competing models are non-nested. In this paper we offer a simple solution by devising an…