-
1
-
-
0032626544
-
An Improved Particle Filter for Non-linear Problems
-
Carpenter, J., Clifford, P., and Fearnhead, P. (1999), "An Improved Particle Filter for Non-linear Problems," IEEE proceedings-Radar, Sonar and Navigation, 146, 2-7.
-
(1999)
IEEE proceedings-Radar, Sonar and Navigation
, vol.146
, pp. 2-7
-
-
Carpenter, J.1
Clifford, P.2
Fearnhead, P.3
-
2
-
-
0036436452
-
Perfect Samplers for Mixtures of Distributions
-
Casella, G., Mengerson, K. L., Robert, C. P., and Titterington, D. M. (2002), "Perfect Samplers for Mixtures of Distributions," Journal of the Royal Statistical Society, Series B, 64, 777-790.
-
(2002)
Journal of the Royal Statistical Society, Series B
, vol.64
, pp. 777-790
-
-
Casella, G.1
Mengerson, K.L.2
Robert, C.P.3
Titterington, D.M.4
-
3
-
-
2242491935
-
Computational and Inferential Difficulties with Mixture Posterior Distributions
-
Celeux, G., Hurn, M., and Robert, C. P. (2000), "Computational and Inferential Difficulties with Mixture Posterior Distributions," Journal of the American Statistical Association, 95, 957-970.
-
(2000)
Journal of the American Statistical Association
, vol.95
, pp. 957-970
-
-
Celeux, G.1
Hurn, M.2
Robert, C.P.3
-
4
-
-
0034355022
-
Mixture Kalman Filters
-
Chen, R., and Liu, J. (2000), "Mixture Kalman Filters," Journal of the Royal Statistical Society, Series B, 62, 493-508.
-
(2000)
Journal of the Royal Statistical Society, Series B
, vol.62
, pp. 493-508
-
-
Chen, R.1
Liu, J.2
-
5
-
-
0003665481
-
-
Doucet, A, de Freitas, J. F. G, and Gordon, N. J, eds, New York: Springer-Verlag
-
Doucet, A., de Freitas, J. F. G., and Gordon, N. J. (eds.) (2001), Sequential Monte Carlo Methods in Practice, New York: Springer-Verlag.
-
(2001)
Sequential Monte Carlo Methods in Practice
-
-
-
6
-
-
3843139378
-
Particle Filters for Mixture Models With an Unknown Number of Components
-
Fearnhead, P. (2004), "Particle Filters for Mixture Models With an Unknown Number of Components," Statistics and Computing, 14, 11-21.
-
(2004)
Statistics and Computing
, vol.14
, pp. 11-21
-
-
Fearnhead, P.1
-
7
-
-
17444397472
-
Direct Simulation for Discrete Mixture Distributions
-
(2005), "Direct Simulation for Discrete Mixture Distributions," Statistics and Computing, 15, 125-133.
-
Statistics and Computing
, vol.15
, pp. 125-133
-
-
-
8
-
-
0242550819
-
Online Inference for Hidden Markov Models
-
Fearnhead, P., and Clifford, P. (2003), "Online Inference for Hidden Markov Models," Journal of the Royal Statistical Society, Series B, 65, 887-899.
-
(2003)
Journal of the Royal Statistical Society, Series B
, vol.65
, pp. 887-899
-
-
Fearnhead, P.1
Clifford, P.2
-
9
-
-
3543010794
-
Exact Filtering for Partially-observed Continuous-time Models
-
Fearnhead, P., and Meligkotsidou, L. (2004), "Exact Filtering for Partially-observed Continuous-time Models," Journal of the Royal Statistical Society, Series B, 66, 771-789.
-
(2004)
Journal of the Royal Statistical Society, Series B
, vol.66
, pp. 771-789
-
-
Fearnhead, P.1
Meligkotsidou, L.2
-
10
-
-
0003860037
-
-
London: Chapman and Hall
-
Gilks, W. R., Richardson, S., and Spiegelhalter, D. J. (1996), Markov Chain Monte Carlo in Practice, London: Chapman and Hall.
-
(1996)
Markov Chain Monte Carlo in Practice
-
-
Gilks, W.R.1
Richardson, S.2
Spiegelhalter, D.J.3
-
11
-
-
77956889087
-
Reversible Jump Markov Chain Monte Carlo Computation and Bayesian Model Determination
-
Green, P. (1995), "Reversible Jump Markov Chain Monte Carlo Computation and Bayesian Model Determination," Biometrika, 82, 711-732.
-
(1995)
Biometrika
, vol.82
, pp. 711-732
-
-
Green, P.1
-
12
-
-
0346641850
-
Trans-dimensional Markov chain Monte Carlo
-
eds. P. J. Green, N. L. Hjort, and S. Richardson, Oxford: Oxford University Press
-
(2003), "Trans-dimensional Markov chain Monte Carlo," in Highly Structured Stochastic Systems, eds. P. J. Green, N. L. Hjort, and S. Richardson, Oxford: Oxford University Press.
-
Highly Structured Stochastic Systems
-
-
-
13
-
-
0043047930
-
On Perfect Simulation for Some Mixtures of Distributions
-
Hobert, J. P., Robert, C. P., and Titterington, D. M. (1999), "On Perfect Simulation for Some Mixtures of Distributions," Statistics and Computing, 9, 287-298.
-
(1999)
Statistics and Computing
, vol.9
, pp. 287-298
-
-
Hobert, J.P.1
Robert, C.P.2
Titterington, D.M.3
-
14
-
-
1542469706
-
Bayesian Model Selection in Finite Mixtures by Marginal Density Decompositions
-
Ishwaran, H., James, L. F., and Sun, J. (2001), "Bayesian Model Selection in Finite Mixtures by Marginal Density Decompositions," Journal of the American Statistical Association, 96, 1316-1332.
-
(2001)
Journal of the American Statistical Association
, vol.96
, pp. 1316-1332
-
-
Ishwaran, H.1
James, L.F.2
Sun, J.3
-
15
-
-
0030304310
-
Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models
-
Kitagawa, G. (1996), "Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models," Journal of Computational and Graphical Statistics, 5, 1-25.
-
(1996)
Journal of Computational and Graphical Statistics
, vol.5
, pp. 1-25
-
-
Kitagawa, G.1
-
16
-
-
0026652789
-
Maximum-Penalized- Likelihood Estimation for Independent and Markov-Dependent Mixture Models
-
Leroux, B. G., and Puterman, M. L. (1992), "Maximum-Penalized- Likelihood Estimation for Independent and Markov-Dependent Mixture Models," Biometrics, 48, 545-558.
-
(1992)
Biometrics
, vol.48
, pp. 545-558
-
-
Leroux, B.G.1
Puterman, M.L.2
-
17
-
-
21344458535
-
Metropolised Independent Sampling with Comparisons to Rejection Sampling and Importance Sampling
-
Liu, J. S. (1996), "Metropolised Independent Sampling with Comparisons to Rejection Sampling and Importance Sampling," Statistics and Computing, 6, 113-119.
-
(1996)
Statistics and Computing
, vol.6
, pp. 113-119
-
-
Liu, J.S.1
-
18
-
-
0032359151
-
Sequential Monte Carlo Methods for Dynamic Systems
-
Liu, J. S., and Chen, R. (1998), "Sequential Monte Carlo Methods for Dynamic Systems," Journal of the American Statistical Association, 93, 1032-1044.
-
(1998)
Journal of the American Statistical Association
, vol.93
, pp. 1032-1044
-
-
Liu, J.S.1
Chen, R.2
-
19
-
-
0032351643
-
Rejection Control and Sequential Importance Sampling
-
Liu, J. S., Chen, R., and Wong, W. H. (1998), "Rejection Control and Sequential Importance Sampling," Journal of the American Statistical Society, 93, 1022-1031.
-
(1998)
Journal of the American Statistical Society
, vol.93
, pp. 1022-1031
-
-
Liu, J.S.1
Chen, R.2
Wong, W.H.3
-
21
-
-
0033473456
-
Bayesian Inference for Partially Observed Stochastic Epidemics
-
O'Neill, P. D., and Roberts, G. O. (1999), "Bayesian Inference for Partially Observed Stochastic Epidemics," Journal of the Royal Statistical Society, Series A, 162, 121-129.
-
(1999)
Journal of the Royal Statistical Society, Series A
, vol.162
, pp. 121-129
-
-
O'Neill, P.D.1
Roberts, G.O.2
-
22
-
-
0005193926
-
Exact Sampling with Coupled Markov Chains and Applications to Statistical Mechanics
-
Propp, J. G., and Wilson, D. B. (1996), "Exact Sampling with Coupled Markov Chains and Applications to Statistical Mechanics," Random Structures and Algorithms, 9, 223-252.
-
(1996)
Random Structures and Algorithms
, vol.9
, pp. 223-252
-
-
Propp, J.G.1
Wilson, D.B.2
-
23
-
-
18244378520
-
On Bayesian Analysis of Mixtures with an Unknown Number of Components
-
Richardson, S., and Green, P. J. (1997), "On Bayesian Analysis of Mixtures with an Unknown Number of Components," Journal of the Royal Statistical Society, Series B, 59, 731-792.
-
(1997)
Journal of the Royal Statistical Society, Series B
, vol.59
, pp. 731-792
-
-
Richardson, S.1
Green, P.J.2
-
24
-
-
2442634802
-
Linking Theory and Practice of MCMC (with discussion)
-
eds. P. J. Green, N. L. Hjort, and S. Richardson, Oxford: Oxford University Press
-
Roberts, G. O. (2003), "Linking Theory and Practice of MCMC" (with discussion), in Highly Structured Stochastic Systems, eds. P. J. Green, N. L. Hjort, and S. Richardson, Oxford: Oxford University Press.
-
(2003)
Highly Structured Stochastic Systems
-
-
Roberts, G.O.1
-
25
-
-
0000868303
-
A Frequency Distribution Represented as the Sum of Two Poisson Distributions
-
Schilling, W. (1947), "A Frequency Distribution Represented as the Sum of Two Poisson Distributions," Journal of the American Statistical Association, 42, 407-424.
-
(1947)
Journal of the American Statistical Association
, vol.42
, pp. 407-424
-
-
Schilling, W.1
-
26
-
-
0003747605
-
-
New York: Wiley
-
Titterington, D. M., Smith, A. F. M., and Makov, U. E. (1985), Statistical Analysis of Finite Mixture Distributions, New York: Wiley.
-
(1985)
Statistical Analysis of Finite Mixture Distributions
-
-
Titterington, D.M.1
Smith, A.F.M.2
Makov, U.E.3
|