Fetching the paper…
Reading the bibliography…
State space models contain time-indexed parameters, termed states, as well as static parameters, simply termed parameters.
A new approach to linear filtering and prediction problems
Rudolph Emil Kalman · 1960
Earlier work this paper cites.
The variation of certain speculative prices
Benoit Mandelbrot · 1963
Earlier work this paper cites.
Statistical inference for probabilistic functions of finite state Markov chains
Leonard E Baum and Ted Petrie · 1966
Earlier work this paper cites.
A class of distributions which includes the normal ones
Adelchi Azzalini · 1985
Earlier work this paper cites.
Non-Gaussian state-space modeling of nonstationary time series
Genshiro Kitagawa · 1987
Earlier work this paper cites.
Monte Carlo integration in general dynamic models
Peter Müller · 1991
Earlier work this paper cites.
Novel approach to nonlinear/non-Gaussian Bayesian state estimation
Neil J Gordon, David J Salmond, and Adrian FM Smith · 1993
Earlier work this paper cites.
Inferring coalescence times from DNA sequence data
Simon Tavaré, David J. Balding, Robert C. Griffiths, and Peter Donnelly · 1997
Earlier work this paper cites.
Comparing measures of sample skewness and kurtosis
DN Joanes and CA Gill · 1998
Earlier work this paper cites.
Improved particle filter for nonlinear problems
James Carpenter, Peter Clifford, and Paul Fearnhead · 1999
Earlier work this paper cites.
On sequential Monte Carlo sampling methods for Bayesian filtering
Arnaud Doucet, Simon Godsill, and Christophe Andrieu · 2000
Earlier work this paper cites.
Combined parameter and state estimation in simulation-based filtering
Jane Liu and Mike West · 2001
Earlier work this paper cites.
Approximate Bayesian computation in population genetics
Mark A. Beaumont, Wenyang Zhang, and David J. Balding · 2002
Earlier work this paper cites.
Particle filtering
Petar M Djuric, Jayesh H Kotecha, Jianqui Zhang, Yufei Huang, Tadesse Ghirmai, Mónica F Bugallo, and Joaquin Miguez · 2003
Earlier work this paper cites.
Markov chain Monte Carlo without likelihoods
Paul Marjoram, John Molitor, Vincent Plagnol, and Simon Tavaré · 2003
Earlier work this paper cites.
The skew-normal distribution and related multivariate families
Adelchi Azzalini · 2005
Earlier work this paper cites.
Bayesian inference for α \alpha -stable distributions: a random walk MCMC approach
Marco J Lombardi · 2007
Earlier work this paper cites.
Sequential Monte Carlo without likelihoods
S. A. Sisson, Y. Fan, and Mark M. Tanaka · 2007
Earlier work this paper cites.
Monte Carlo strategies in scientific computing
Jun S Liu · 2008
Cited alongside, same era.
Adaptive approximate Bayesian computation
Mark A Beaumont, Jean-Marie Cornuet, Jean-Michel Marin, and Christian P Robert · 2009
Cited alongside, same era.
Indirect estimation of α \alpha -stable stochastic volatility models
Marco J Lombardi and Giorgio Calzolari · 2009
Cited alongside, same era.
Particle Markov chain Monte Carlo methods
Christophe Andrieu, Arnaud Doucet, and Roman Holenstein · 2010
Cited alongside, same era.
Estimation of parameters for macroparasite population evolution using approximate Bayesian computation
Christopher C. Drovandi and Anthony N. Pettitt · 2011
Cited alongside, same era.
An adaptive sequential Monte Carlo method for approximate Bayesian computation
Pierre Del Moral, Arnaud Doucet, and Ajay Jasra · 2012
On particle methods for parameter estimation in state-space models
Nikolas Kantas, Arnaud Doucet, Sumeetpal S Singh, Jan Maciejowski, and Nicolas Chopin · 2015
Later among the works it cites.
Resampling methods for particle filtering: classification, implementation, and strategies
Tiancheng Li, Miodrag Bolic, and Petar M Djuric · 2015
Later among the works it cites.
Alive SMC 2 : Bayesian model selection for low-count time series models with intractable likelihoods
Christopher C Drovandi and Roy A McCutchan · 2016
Later among the works it cites.
Exact and approximate Bayesian inference for low integer-valued time series models with intractable likelihoods
Christopher C Drovandi, Anthony N Pettitt, and Roy A McCutchan · 2016
Later among the works it cites.
A comparison of inferential methods for highly nonlinear state space models in ecology and epidemiology
Matteo Fasiolo, Natalya Pya, and Simon N Wood · 2016
Later among the works it cites.
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
Cited alongside, same era.
Filtering via approximate Bayesian computation
Ajay Jasra, Sumeetpal S Singh, James S Martin, and Emma McCoy · 2012
Cited alongside, same era.
Approximate Bayesian computational methods
Jean-Michel Marin, Pierre Pudlo, Christian P Robert, and Robin J Ryder · 2012
Cited alongside, same era.
Likelihood-free Bayesian inference for α \alpha -stable models
Gareth W Peters, Scott A Sisson, and Yanan Fan · 2012
Cited alongside, same era.
SMC 2 : an efficient algorithm for sequential analysis of state space models
Nicolas Chopin, Pierre E Jacob, and Omiros Papaspiliopoulos · 2013
Cited alongside, same era.
Exact simulation of Hawkes process with exponentially decaying intensity
Angelos Dassios and Hongbiao Zhao · 2013
Cited alongside, same era.
Bayesian inference for Hawkes processes
Jakob Gulddahl Rasmussen · 2013
Cited alongside, same era.
Stan: a probabilistic programming language
Bob Carpenter, Andrew Gelman, Matthew D Hoffman, Daniel Lee, Ben Goodrich, Michael Betancourt, Marcus Brubaker, Jiqiang Guo, Peter Li, and Allen Riddell · 2017
Later among the works it cites.
A comparison of Monte Carlo-based Bayesian parameter estimation methods for stochastic models of genetic networks
Inés P Mariño, Alexey Zaikin, and Joaquín Míguez · 2017
Later among the works it cites.
Nested particle filters for online parameter estimation in discrete-time state-space Markov models
Dan Crisan and Joaquin Miguez · 2018
Later among the works it cites.
Particle filters and data assimilation
Paul Fearnhead and Hans R Künsch · 2018
Later among the works it cites.
Signature-domain calibration of hydrological models using approximate Bayesian computation: empirical analysis of fundamental properties
Fabrizio Fenicia, Dmitri Kavetski, Peter Reichert, and Carlo Albert · 2018
Later among the works it cites.
Estimation of agent-based models using sequential Monte Carlo methods
Thomas Lux · 2018
Later among the works it cites.
Handbook of approximate Bayesian computation
Scott A Sisson, Yanan Fan, and Mark Beaumont · 2018
Later among the works it cites.
Stochastic volatility models
Stan Development Team · 2018
Later among the works it cites.
Auxiliary likelihood-based approximate Bayesian computation in state space models
Gael M Martin, Brendan PM McCabe, David T Frazier, Worapree Maneesoonthorn, and Christian P Robert · 2019
Closest in time.
e1071: Misc Functions of the Department of Statistics, Probability Theory Group (Formerly: E1071), TU Wien , 2019
David Meyer, Evgenia Dimitriadou, Kurt Hornik, Andreas Weingessel, and Friedrich Leisch · 2019
Closest in time.
Elements of sequential Monte Carlo
Christian A Naesseth, Fredrik Lindsten, and Thomas B Schön · 2019
Closest in time.
Filtering and estimation for a class of stochastic volatility models with intractable likelihoods
Emilian R Vankov, Michele Guindani, and Katherine B Ensor · 2019
Closest in time.