Result 1 to 19 of 19 total
Filtering via approximate Bayesian computation. (English)
Stat. Comput. 22, No. 6, 1223-1237 (2012).
1
An adaptive sequential Monte Carlo method for approximate Bayesian computation. (English)
Stat. Comput. 22, No. 5, 1009-1020 (2012).
2
Stochastic boosting algorithms. (English)
Stat. Comput. 21, No. 3, 335-347 (2011).
3
Inference for Lévy-driven stochastic volatility models via adaptive sequential Monte Carlo. (English)
Scand. J. Stat. 38, No. 1, 1-22 (2011).
4
The time machine: a simulation approach for stochastic trees. (English)
Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 467, No. 2132, 2350-2368 (2011).
5
On nonlinear Markov chain Monte Carlo. (English)
Bernoulli 17, No. 3, 987-1014 (2011).
6
Sequential Monte Carlo methods for option pricing. (English)
Stochastic Anal. Appl. 29, No. 2, 292-316 (2011).
7
Stochastic boosting algorithms (English)
Statistics and Computing 21, No. 3, 335-347 (2011).
8
Sequential Monte Carlo methods for diffusion processes. (English)
Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 465, No. 2112, 3709-3727 (2009).
9
DECODE: a new method for discovering clusters of different densities in spatial data. (English)
Data Min. Knowl. Discov. 18, No. 3, 337-369 (2009).
10
DECODE: a new method for discovering clusters of different densities in spatial data (English)
Data Min. Knowl. Discov. 18, No. 3, 337-369 (2009).
11
A note on convergence of the equi-energy sampler. (English)
Stochastic Anal. Appl. 26, No. 2, 298-312 (2008).
12
Interacting sequential Monte Carlo samplers for trans-dimensional simulation (English)
Computational Statistics & Data Analysis 52, No. 4, 1765-1791 (2008).
13
Sequential Monte Carlo for Bayesian computation. (English)
Bernardo, J. M. (ed.) et al., Bayesian statistics 8. Proceedings of the 8th Valencia international meeting held in Benidorm, Spain, June 2‒6, 2006. Oxford: Oxford University Press (ISBN 978-0-19-921465-5). Oxford Science Publications, 115-148 (2007).
14
Population-based reversible jump Markov chain Monte Carlo. (English)
Biometrika 94, No. 4, 787-807 (2007).
15
On population-based simulation for static inference (English)
Statistics and Computing 17, No. 3, 263-279 (2007).
16
Bayesian policy learning with trans-dimensional MCMC (English)
NIPS (2007).
17
Sequential Monte Carlo samplers. (English)
J. R. Stat. Soc., Ser. B, Stat. Methodol. 68, No. 3, 411-436 (2006).
18
Markov chain Monte Carlo methods and the label switching problem in Bayesian mixture modeling. (English)
Stat. Sci. 20, No. 1, 50-67 (2005).
19
Result 1 to 19 of 19 total