Lista de obras -

Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter

artículo científico publicado en 2015

An Adaptive Parallel Tempering Algorithm

artículo científico publicado en 2013

Can the Adaptive Metropolis Algorithm Collapse Without the Covariance Lower Bound?

artículo científico publicado en 2011

Conditional convex orders and measurable martingale couplings

artículo científico publicado en 2017

Conditional particle filters with diffuse initial distributions

Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics

artículo científico publicado en 2016

Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms

artículo científico publicado en 2015

Coupled conditional backward sampling particle filter

artículo científico publicado en 2020

Establishing some order amongst exact approximations of MCMCs

artículo científico publicado en 2016

Grapham: Graphical models with adaptive random walk Metropolis algorithms

artículo científico publicado en 2010

Graphical model inference: Sequential Monte Carlo meets deterministic approximations ⬇️

Hierarchical log Gaussian Cox process for regeneration in uneven-aged forests

artículo científico publicado en 2021

Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance

artículo científico publicado en 2020

Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo

artículo científico publicado en 2020

Markovian stochastic approximation with expanding projections

artículo científico publicado en 2014

On the ergodicity of the adaptive Metropolis algorithm on unbounded domains

artículo científico publicado en 2010

On the stability and ergodicity of adaptive scaling Metropolis algorithms

artículo científico publicado en 2011

On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic

artículo científico publicado en 2015

On the use of approximate Bayesian computation Markov chain Monte Carlo with inflated tolerance and post-correction

artículo científico publicado en 2020

Prediction of leukocyte counts during paediatric acute lymphoblastic leukaemia maintenance therapy

scientific article published on 02 December 2019

Quantitative Convergence Rates for Subgeometric Markov Chains

artículo científico publicado en 2015

Rao-blackwellised particle filtering in random set multitarget tracking

artículo científico publicado en 2007

Robust adaptive Metropolis algorithm with coerced acceptance rate

artículo científico publicado en 2011

Stochastic order characterization of uniform integrability and tightness

artículo científico publicado en 2013

Two dissimilarity measures for HMMS and their application in phoneme model clustering

artículo científico publicado en 2002

Unbiased Estimators and Multilevel Monte Carlo

artículo científico publicado en 2018

Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions

artículo científico publicado en 2021

Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers

artículo científico publicado en 2018

bssm: Bayesian Inference of Non-linear and Non-Gaussian State Space Models in R

artículo científico publicado en 2021

Lista de obras de

Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter

An Adaptive Parallel Tempering Algorithm

Can the Adaptive Metropolis Algorithm Collapse Without the Covariance Lower Bound?

Conditional convex orders and measurable martingale couplings

Conditional particle filters with diffuse initial distributions

Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics

Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms

Coupled conditional backward sampling particle filter

Establishing some order amongst exact approximations of MCMCs

Grapham: Graphical models with adaptive random walk Metropolis algorithms

Graphical model inference: Sequential Monte Carlo meets deterministic approximations ⬇️

Hierarchical log Gaussian Cox process for regeneration in uneven-aged forests

Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance

Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo

Markovian stochastic approximation with expanding projections

On the ergodicity of the adaptive Metropolis algorithm on unbounded domains

On the stability and ergodicity of adaptive scaling Metropolis algorithms

On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic

On the use of approximate Bayesian computation Markov chain Monte Carlo with inflated tolerance and post-correction

Prediction of leukocyte counts during paediatric acute lymphoblastic leukaemia maintenance therapy

Quantitative Convergence Rates for Subgeometric Markov Chains

Rao-blackwellised particle filtering in random set multitarget tracking

Robust adaptive Metropolis algorithm with coerced acceptance rate

Stochastic order characterization of uniform integrability and tightness

Two dissimilarity measures for HMMS and their application in phoneme model clustering

Unbiased Estimators and Multilevel Monte Carlo

Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions

Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers

bssm: Bayesian Inference of Non-linear and Non-Gaussian State Space Models in R