27 citations · 81 across the 21 of their papers we have counts for
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stat.CO2016★ 3 cited
Multilevel Particle Filters: Normalizing Constant Estimation
Ajay Jasra, Kengo Kamatani, Prince Prepah Osei +1
In this article we introduce two new estimates of the normalizing constant (or marginal likelihood) for partially observed diffusion (POD) processes, with discrete observations. On…
stat.ME2016
Ergodicity of Markov chain Monte Carlo with reversible proposal
Kengo Kamatani
We describe ergodic properties of some Metropolis-Hastings (MH) algorithms for heavy-tailed target distributions. The analysis usually falls into sub-geometric ergodicity framework…