Statistics – Computation
Scientist
Statistics
Computation
Scientist
A particle method for approximating principal eigen-functions and related quantities
Efficient Bayesian Inference for Switching State-Space Models using Discrete Particle Markov Chain Monte Carlo Methods
Error Bounds and Normalizing Constants for Sequential Monte Carlo in High Dimensions
Linear Variance Bounds for Particle Approximations of Time-Homogeneous Feynman-Kac Formulae
Sequential Monte Carlo samplers: error bounds and insensitivity to initial conditions
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