Results for Sequential Monte Carlo

Publications & Outputs

1. Sequential Estimation of Temporally Evolving Latent Space Network Models

   Turnbull, K., Nemeth, C., Nunes, M. & McCormick, T., 31/03/2023, In: Computational Statistics and Data Analysis. 179, 107627.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

2. 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 Journal/Magazine › Journal article › peer-review

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

   Tsionas, E., 3/06/2017, (E-pub ahead of print) In: Omega: The International Journal of Management Science.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

4. “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 Journal/Magazine › Journal article › peer-review

5. 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 Journal/Magazine › Journal article › peer-review

6. 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 Journal/Magazine › Journal article › peer-review

7. 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 Journal/Magazine › Journal article › peer-review

8. 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 Journal/Magazine › Journal article › peer-review

9. 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 Journal/Magazine › Journal article › peer-review