Active Bibliography

14 Computational Methods for Complex Stochastic Systems: A Review of Some Alternatives to MCMC – Paul Fearnhead
10 A survey of sequential Monte Carlo methods for economics and finance – Drew Creal - 2009
On particle filters applied to electricity load forecasting – Tristan Launay
September 2007. Direct Simulation Methods for Changepoints Problems 2 – Zhen Liu B. Sc, Zhen Liu B. Sc
4 Categorical inputs, sensitivity analysis, optimization and importance tempering with tgp version 2, an R package for treed Gaussian process models – Robert B. Gramacy, Matthew Taddy - 2010
1 Sequential Monte Carlo samplers for Bayesian DSGE models – Drew Creal - 2007
Preprint; final version will appear in the Computational Intelligence journal in 2009. Efficient Markov Network Discovery Using Particle Filters – Dimitris Margaritis, Facundo Bromberg
3 Efficient Markov Network Discovery Using Particle Filters – Dimitris Margaritis, Facundo Bromberg
141 Sequential Monte Carlo Samplers – Pierre Del Moral, Arnaud Doucet, Toulouse France - 2002
3 Particle methods: An introduction with applications – Pierre Del Moral, Arnaud Doucet - 2009
1 2 3 4 5 6 7 8 – unknown authors
10 SEQUENTIALLY INTERACTING MARKOV CHAIN Monte Carlo Methods – Anthony Brockwell , Pierre Del Moral , Arnaud Doucet - 2008
67 Particle Markov chain Monte Carlo methods – Christophe Andrieu, Arnaud Doucet, Roman Holenstein - 2010
1 On-line inference for multiple change points problems – Paul Fearnhead, Zhen Liu - 2007
13 Practical Filtering for Stochastic Volatility Models – Nicholas G. Polson, Jonathan R. Stroud, Peter Müller - 2003
23 Efficient block sampling strategies for sequential Monte Carlo – Arnaud Doucet, Mark Briers, Stéphane Sénécal - 2006
1 An efficient computational approach for prior sensitivity analysis and cross-validation – Luke Bornn, Arnaud Doucet, Raphael Gottardo - 2010
4 On-line Bayesian estimation of AR signals in symmetric . . . – Marco J. Lombardi, Simon J. Godsill - 2004
Vita – Shawn Michael Herman - 2002