Gradient Free Parameter Estimation for Hidden Markov Models with Intractable Likelihoods

An Online Expectation–Maximization Algorithm for Changepoint Models

(2013) Sinan Yildirim et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems

(2012) Jean-Pierre Gauchi et al.   STATISTICS AND COMPUTING

Linear variance bounds for particle approximations of time-homogeneous Feynman–Kac formulae

(2012) Nick Whiteley et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

A nonasymptotic theorem for unnormalized Feynman–Kac particle models

(2011) F. Cérou et al.   ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES

Particle approximations of the score and observed information matrix in state space models with application to parameter estimation

(2011) G. Poyiadjis et al.   BIOMETRIKA

Approximate Bayesian computational methods

(2011) Jean-Michel Marin et al.   STATISTICS AND COMPUTING

An adaptive sequential Monte Carlo method for approximate Bayesian computation

(2011) Pierre Del Moral et al.   STATISTICS AND COMPUTING

Filtering via approximate Bayesian computation

(2010) Ajay Jasra et al.   STATISTICS AND COMPUTING

Inference in Epidemic Models without Likelihoods

(2009) Trevelyan McKinley et al.