Approximate Bayesian Computation for Smoothing

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

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

Sequential Monte Carlo smoothing for general state space hidden Markov models

(2011) Randal Douc et al.   ANNALS OF APPLIED PROBABILITY

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

A backward particle interpretation of Feynman-Kac formulae

(2010) Pierre Del Moral et al.   ESAIM-MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS-MODELISATION MATHEMATIQUE ET ANALYSE NUMERIQUE

Particle Markov chain Monte Carlo methods

(2010) Christophe Andrieu et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Filtering via approximate Bayesian computation

(2010) Ajay Jasra et al.   STATISTICS AND COMPUTING

Smoothing algorithms for state–space models

(2009) Mark Briers et al.   ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS

Convolution Particle Filter for Parameter Estimation in General State-Space Models

(2009) Fabien Campillo et al.   IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS

Inference in Epidemic Models without Likelihoods

(2009) Trevelyan McKinley et al.