34 citations · 168 across the 14 of their papers we have counts for
3 papers · 1 filter
Correlated pseudo-marginal Metropolis-Hastings using quasi-Newton proposals
Johan Dahlin, Adrian Wills, Brett Ninness
Pseudo-marginal Metropolis-Hastings (pmMH) is a versatile algorithm for sampling from target distributions which are not easy to evaluate point-wise. However, pmMH requires good pr…
Constructing Metropolis-Hastings proposals using damped BFGS updates
Johan Dahlin, Adrian Wills, Brett Ninness
The computation of Bayesian estimates of system parameters and functions of them on the basis of observed system performance data is a common problem within system identification.…
Sparse Bayesian ARX models with flexible noise distributions
Johan Dahlin, Adrian Wills, Brett Ninness
This paper considers the problem of estimating linear dynamic system models when the observations are corrupted by random disturbances with nonstandard distributions. The paper is…