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Results for Sequential Monte Carlo

Publications & Outputs

  1. A Bayesian semiparametric approach to stochastic frontiers and productivity

    Tsionas, M. G. & Mallick, S. K., 1/04/2019, In : European Journal of Operational Research. 274, 1, p. 391-402 12 p.

    Research output: Contribution to journalJournal article

  2. A Bayesian approach to find Pareto optima in multiobjective programming problems using Sequential Monte Carlo algorithms

    Tsionas, E., 3/06/2017, In : Omega: The International Journal of Management Science.

    Research output: Contribution to journalJournal article

  3. “When, Where, and How” of Efficiency Estimation: Improved Procedures for Stochastic Frontier Modeling

    Tsionas, E., 2017, In : Journal of the American Statistical Association. 112, 519, p. 948-965 17 p.

    Research output: Contribution to journalJournal article

  4. Augmentation schemes for particle MCMC

    Fearnhead, P. & Meligkotsidou, L., 11/2016, In : Statistics and Computing. 26, 6, p. 1293-1306 14 p.

    Research output: Contribution to journalJournal article

  5. Particle approximations of the score and observed information matrix for parameter estimation in state space models with linear computational cost

    Nemeth, C., Fearnhead, P. & Mihaylova, L. S., 11/2016, In : Journal of Computational and Graphical Statistics. 25, 4, p. 1138-1157 20 p.

    Research output: Contribution to journalJournal article

  6. The uncertainty of storm season changes: quantifying the uncertainty of autocovariance changepoints

    Nam, C., Aston, J., Eckley, I. & Killick, R., 13/07/2015, In : Technometrics. 57, 2, p. 194-206 13 p.

    Research output: Contribution to journalJournal article

  7. Generalised linear mixed model analysis via sequential Monte Carlo sampling

    Fan, Y., Leslie, D. S. & Wand, M. P., 1/01/2008, In : Electronic Journal of Statistics. 2, p. 916-938 22 p.

    Research output: Contribution to journalJournal article

  8. Online Inference for Multiple Changepoint Problems.

    Fearnhead, P. & Liu, Z., 2007, In : Journal of the Royal Statistical Society: Series B (Statistical Methodology). 69, 4, p. 589-605 17 p.

    Research output: Contribution to journalJournal article