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Dr Christopher Nemeth

Senior Lecturer in Statistics, Research Student

  1. 2012
  2. Published

    Particle Learning Methods for State and Parameter Estimation

    Nemeth, C., Fearnhead, P., Mihaylova, L. & Vorley, D., 15/05/2012, Data Fusion & Target Tracking Conference (DF&TT 2012): Algorithms & Applications, 9th IET. 6 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paperpeer-review

  3. Published

    Bearings-Only Tracking with Particle Filtering for Joint Parameter Learning and State Estimation

    Nemeth, C., Fearnhead, P., Mihaylova, L. & Vorley, D., 7/07/2012, Information Fusion (FUSION), 2012 15th International Conference on. IEEE, p. 824-831 8 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paperpeer-review

  4. 2014
  5. Published

    Parameter estimation for state space models using sequential Monte Carlo algorithms

    Nemeth, C., 2014, Lancaster University. 204 p.

    Research output: ThesisDoctoral Thesis

  6. Unpublished

    Particle Metropolis adjusted Langevin algorithms for state space models

    Nemeth, C. & Fearnhead, P., 4/02/2014, (Unpublished) In: arxiv.org.

    Research output: Contribution to journalJournal article

  7. Published

    Sequential Monte Carlo methods for state and parameter estimation in abruptly changing environments

    Nemeth, C., Fearnhead, P. & Mihaylova, L., 1/03/2014, In: IEEE Transactions on Signal Processing. 62, 5, p. 1245-1255 11 p.

    Research output: Contribution to journalJournal articlepeer-review

  8. 2016
  9. Published

    Particle Metropolis-adjusted Langevin algorithms

    Nemeth, C., Sherlock, C. & Fearnhead, P., 09/2016, In: Biometrika. 103, 3, p. 701-717 17 p.

    Research output: Contribution to journalJournal articlepeer-review

  10. Published

    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 articlepeer-review

  11. 2018
  12. Published

    Merging MCMC subposteriors through Gaussian-Process Approximations

    Nemeth, C. & Sherlock, C. G., 03/2018, In: Bayesian Analysis. 13, 2, p. 507-530 24 p.

    Research output: Contribution to journalJournal articlepeer-review

  13. Published

    Large-Scale Stochastic Sampling from the Probability Simplex

    Baker, J., Fearnhead, P., Fox, E. B. & Nemeth, C., 3/12/2018, p. 6722-6732 . 11 p.

    Research output: Contribution to conference - Without ISBN/ISSN Conference paperpeer-review

  14. Published

    GaussianProcesses.jl: A Nonparametric Bayes package for the Julia Language

    Fairbrother, J., Nemeth, C., Rischard, M. & Brea, J., 21/12/2018, In: arXiv.

    Research output: Contribution to journalJournal articlepeer-review

  15. Published

    GaussianProcesses.jl: A Nonparametric Bayes package for the Julia Language

    Fairbrother, J., Nemeth, C., Rischard, M., Brea, J. & Pinder, T., 21/12/2018, In: arXiv.

    Research output: Contribution to journalJournal articlepeer-review

  16. 2019
  17. Published

    Stochastic Gradient MCMC for Nonlinear State Space Models

    Aicher, C., Putcha, S., Nemeth, C., Fearnhead, P. & Fox, E. B., 29/01/2019, In: arXiv.

    Research output: Contribution to journalJournal articlepeer-review

  18. Published

    Control variates for stochastic gradient MCMC

    Baker, J., Fearnhead, P., Fox, E. B. & Nemeth, C., 1/05/2019, In: Statistics and Computing. 29, 3, p. 599-615 17 p.

    Research output: Contribution to journalJournal articlepeer-review

  19. Published

    Latent Space Representations of Hypergraphs

    Turnbull, K., Lunagomez Coria, S., Nemeth, C. & Airoldi, E., 1/09/2019, In: arxiv.org.

    Research output: Contribution to journalJournal articlepeer-review

  20. Published

    sgmcmc: An R Package for Stochastic Gradient Markov Chain Monte Carlo

    Baker, J., Fearnhead, P., Fox, E. B. & Nemeth, C. J., 31/10/2019, In: Journal of Statistical Software. 91, 3, p. 1-27 27 p.

    Research output: Contribution to journalJournal articlepeer-review

  21. Published

    Pseudo-extended Markov chain Monte Carlo

    Nemeth, C., Lindsten, F., Filippone, M. & Hensman, J., 8/12/2019, p. 1-11. 11 p.

    Research output: Contribution to conference - Without ISBN/ISSN Conference paperpeer-review

  22. 2020
  23. Published
  24. Published

    Semi-Exact Control Functionals From Sard's Method

    South, L., Karvonen, T., Nemeth, C. J., Girolami, M. & Oates, C. J., 31/01/2020, In: arXiv.

    Research output: Contribution to journalJournal articlepeer-review

  25. Published

    Bayesian calibration of firn densification models

    Verjans, V., Leeson, A., Nemeth, C., Stevens, C. M., Munneke, P. K., Noël, B. & Wessem, J. M. V., 15/09/2020, In: Cryosphere. 14, p. 3017-3032 16 p.

    Research output: Contribution to journalJournal articlepeer-review

  26. Published

    Stein Variational Gaussian Processes

    Pinder, T., Nemeth, C. & Leslie, D., 25/09/2020, In: arXiv.

    Research output: Contribution to journalJournal articlepeer-review

  27. 2021
  28. Published

    Stochastic gradient Markov chain Monte Carlo

    Nemeth, C. & Fearnhead, P., 30/03/2021, In: Journal of the American Statistical Association. 1116, 533, p. 433-450 18 p.

    Research output: Contribution to journalJournal articlepeer-review

  29. Forthcoming

    GaussianProcesses.jl: A Nonparametric Bayes package for the Julia Language

    Fairbrother, J., Nemeth, C., Pinder, T., Rischard, M. & Brea, J., 16/04/2021, (Accepted/In press) In: Journal of Statistical Software.

    Research output: Contribution to journalJournal articlepeer-review

  30. Published

    A Probabilistic Assessment of the COVID-19 Lockdown on Air Quality in the UK

    Pinder, T., Hollaway, M., Nemeth, C., Young, P. J. & Leslie, D., 22/04/2021, In: arxiv.org.

    Research output: Contribution to journalJournal article

  31. Forthcoming

    Semi-Exact Control Functionals From Sard's Method

    South, L., Karvonen, T., Nemeth, C., Girolami, M. & Oates, C. J., 1/06/2021, (Accepted/In press) In: Biometrika.

    Research output: Contribution to journalJournal articlepeer-review

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