Sherlock, Chris; Golightly, Andrew Exact Bayesian inference for discretely observed Markov jump processes using finite rate matrices. (English) Zbl 07746939 J. Comput. Graph. Stat. 32, No. 1, 36-48 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Gonçalves, Flávio B.; Dias, Bárbara C. C. Exact Bayesian inference for level-set Cox processes with piecewise constant intensity function. (English) Zbl 07746937 J. Comput. Graph. Stat. 32, No. 1, 1-18 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Botha, Imke; Kohn, Robert; South, Leah; Drovandi, Christopher Automatically adapting the number of state particles in \(\text{SMC}^2\). (English) Zbl 1517.62008 Stat. Comput. 33, No. 4, Paper No. 82, 22 p. (2023). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Drovandi, Christopher; Everitt, Richard G.; Golightly, Andrew; Prangle, Dennis Ensemble MCMC: accelerating pseudo-marginal MCMC for state space models using the ensemble Kalman filter. (English) Zbl 07809848 Bayesian Anal. 17, No. 1, 223-260 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Medina-Aguayo, Felipe J.; Christen, J. Andrés Penalised t-walk MCMC. (English) Zbl 07560398 J. Stat. Plann. Inference 221, 230-247 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Quiroz, Matias; Tran, Minh-Ngoc; Villani, Mattias; Kohn, Robert; Dang, Khue-Dung The block-Poisson estimator for optimally tuned exact subsampling MCMC. (English) Zbl 07499924 J. Comput. Graph. Stat. 30, No. 4, 877-888 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sherlock, Chris; Thiery, Alexandre H.; Golightly, Andrew Efficiency of delayed-acceptance random walk metropolis algorithms. (English) Zbl 1478.60093 Ann. Stat. 49, No. 5, 2972-2990 (2021). MSC: 60F05 65C05 65C40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Bladt, Mogens; Mider, Marcin; Sørensen, Michael Corrigendum to: “Simple simulation of diffusion bridges with application to likelihood inference for diffusions”. (English) Zbl 1473.60115 Bernoulli 27, No. 1, 218-220 (2021). MSC: 60J60 60H35 62M05 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Safta, Cosmin; Ray, Jaideep; Sargsyan, Khachik Characterization of partially observed epidemics through Bayesian inference: application to COVID-19. (English) Zbl 1465.92129 Comput. Mech. 66, No. 5, 1109-1129 (2020). MSC: 92D30 × Cite Format Result Cite Review PDF Full Text: DOI
Ernst, Philip A.; Kendall, Wilfrid S.; Roberts, Gareth O.; Rosenthal, Jeffrey S. MEXIT: maximal un-coupling times for stochastic processes. (English) Zbl 1403.60062 Stochastic Processes Appl. 129, No. 2, 355-380 (2019). MSC: 60J10 60K35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Quiroz, Matias; Villani, Mattias; Kohn, Robert; Tran, Minh-Ngoc; Dang, Khue-Dung Subsampling MCMC – an introduction for the survey statistician. (English) Zbl 1425.62020 Sankhyā, Ser. A 80, No. 1, Suppl., 33-69 (2018). Reviewer: Alessandro Selvitella (Fort Wayne) MSC: 62D05 62-02 65C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Koskela, Jere; Jenkins, Paul A.; Spanò, Dario Bayesian non-parametric inference for \(\Lambda\)-coalescents: posterior consistency and a parametric method. (English) Zbl 1419.62063 Bernoulli 24, No. 3, 2122-2153 (2018). MSC: 62G05 60G57 62F15 62G20 62M10 65C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Lyne, Anne-Marie; Girolami, Mark; Atchadé, Yves; Strathmann, Heiko; Simpson, Daniel On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods. (English) Zbl 1426.62092 Stat. Sci. 30, No. 4, 443-467 (2015). MSC: 62F15 60J22 60K35 62M40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Stramer, Osnat; Bognar, Matthew Bayesian inference for irreducible diffusion processes using the pseudo-marginal approach. (English) Zbl 1330.60092 Bayesian Anal. 6, No. 2, 231-258 (2011). MSC: 60J22 60H10 60J60 62-04 62F15 62M05 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Euclid