SMCTC: Sequential Monte Carlo in C (2008)

by Adam M. Johansen
Citations:2 - 1 self

Active Bibliography

6 Computational Methods for Complex Stochastic Systems: A Review of Some Alternatives to MCMC – Paul Fearnhead
1 A survey of sequential Monte Carlo methods for economics and finance – Drew Creal - 2009
Sequential Monte Carlo samplers for Bayesian DSGE models – Drew Creal - 2007
82 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
8 SEQUENTIALLY INTERACTING MARKOV CHAIN Monte Carlo Methods – Anthony Brockwell , Pierre Del Moral , Arnaud Doucet - 2008
25 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
10 Practical Filtering for Stochastic Volatility Models – Nicholas G. Polson, Jonathan R. Stroud, Peter Müller - 2003
17 Efficient block sampling strategies for sequential Monte Carlo – Arnaud Doucet, Mark Briers, Stéphane Sénécal - 2006
2 On-line Bayesian estimation of AR signals in symmetric . . . – Marco J. Lombardi, Simon J. Godsill - 2004
An efficient computational approach for prior sensitivity analysis and cross-validation – Luke Bornn, Arnaud Doucet, Raphael Gottardo - 2010
Vita – Shawn Michael Herman - 2002
VISUAL HAND TRACKING AND GESTURE ANALYSIS – John Lin - 2004
10 Sequential Monte Carlo Methods For Optimisation Of Neural Network Models – Nando de Freitas, Mahesan Niranjan, Andrew Gee, Arnaud Doucet, Jfg De Freitas, M Niranjan, Ah Gee, A Doucet - 1998
7 A sequential smoothing algorithm with linear computational cost – Paul Fearnhead, David Wyncoll, Jonathan Tawn - 2008
22 Smooth particle filters for likelihood evaluation and maximisation – Michael K Pitt - 2002
15 Resampling Algorithms and Architectures for Distributed Particle Filters – Miodrag Bolic, Petar M. Djuric, Sangjin Hong - 2004
7 Particle filters for partially observed diffusions – Paul Fearnhead, Omiros Papaspiliopoulos, Gareth O. Roberts - 2006