3 papers
stat.ME2021
Efficient Bayesian model selection for coupled hidden Markov models with application to infectious diseases
Jake Carson, Trevelyan J. McKinley, Peter Neal +1
Performing model selection for coupled hidden Markov models (CHMMs) is highly challenging, owing to the large dimension of the hidden state process. Whilst in principle the hidden…
stat.AP2018
Quantifying Age and Model Uncertainties in Paleoclimate Data and Dynamical Climate Models with a Joint Inferential Analysis
Jake Carson, Michel Crucifix, Simon P. Preston +1
A major goal in paleoclimate science is to reconstruct historical climates using proxies for climate variables such as those observed in sediment cores, and in the process learn ab…
stat.ME2016
Unbiased local solutions of partial differential equations via the Feynman-Kac Identities
Jake Carson, Murray Pollock, Mark Girolami
The Feynman-Kac formulae (FKF) express local solutions of partial differential equations (PDEs) as expectations with respect to some complementary stochastic differential equation…