69 citations · 281 across the 19 of their papers we have counts for
23 papers
Nested smoothing algorithms for inference and tracking of heterogeneous multi-scale state-space systems
Sara Pérez-Vieites, Harold Molina-Bulla, Joaquin Miguez
Multi-scale problems, where variables of interest evolve in different time-scales and live in different state-spaces, can be found in many fields of science. Here, we introduce a n…
Sequential discretisation schemes for a class of stochastic differential equations and their application to Bayesian filtering
Deniz Akyildiz, Dan Crisan, Joaquin Miguez
We introduce a predictor-corrector discretisation scheme for the numerical integration of a class of stochastic differential equations and prove that it converges with weak order 1…
A Bayesian inference and model selection algorithm with an optimisation scheme to infer the model noise power
J. Lopez-Santiago, L. Martino, J. Miguez +1
Model fitting is possibly the most extended problem in science. Classical approaches include the use of least-squares fitting procedures and maximum likelihood methods to estimate…
Automatic tempered posterior distributions for Bayesian inversion problems
L. Martino, F. Llorente, E. Curbelo +2
We propose a novel adaptive importance sampling scheme for Bayesian inversion problems where the inference of the variables of interest and the power of the data noise is split. Mo…
Polynomial propagation of moments in stochastic differential equations
Albert López-Yela, Joaquin Miguez
We address the problem of approximating the moments of the solution, , of an Itô stochastic differential equation (SDE) with drift and a diffusion terms over a t…
A likely magnetic activity cycle for the exoplanet host M dwarf GJ 3512
J. Lopez-Santiago, L. Martino, J. Miguez +1
Current radial velocity data from specialized instruments contain a large amount of information that may pass unnoticed if their analysis is not accurate. The joint use of Bayesian…