61 citations · 64 across the 4 of their papers we have counts for
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stat.CO2016
Sequential Monte Carlo Smoothing with Parameter Estimation
Biao Yang, Jonathan R. Stroud, Gabriel Huerta
We propose two new Bayesian smoothing methods for general state-space models with unknown parameters. The first approach is based on the particle learning and smoothing algorithm,…
stat.CO2014★ 1 cited
Bayesian and Maximum Likelihood Estimation for Gaussian Processes on an Incomplete Lattice
Jonathan R. Stroud, Michael L. Stein, Shaun Lysen
This paper proposes a new approach for Bayesian and maximum likelihood parameter estimation for stationary Gaussian processes observed on a large lattice with missing values. We pr…