Merging MCMC Subposteriors through Gaussian-Process Approximations

Bayesian Analysis

June 2018 · Christopher Nemeth, Chris Sherlock

Particle approximations of the score and observed information matrix for parameter estimation in state–space models with linear computational cost

Journal of Computational and Graphical Statistics

October 2016 · Christopher Nemeth, Paul Fearnhead, Lyudmila Mihaylova

Particle Metropolis-adjusted Langevin algorithms

Biometrika

August 2016 · Christopher Nemeth, Chris Sherlock, Paul Fearnhead

Parameter estimation for state space models using sequential Monte Carlo algorithms

PhD Thesis

October 2014 · Christopher Nemeth

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

IEEE Transactions on Signal Processing

April 2014 · Christopher Nemeth, Paul Fearnhead, Lyudmila Mihaylova

Bearings-only tracking with particle filtering for joint parameter learning and state estimation

15th International Conference on Information Fusion

July 2012 · Christopher Nemeth, Paul Fearnhead, Lyudmila Mihaylova, Dave Vorley

Particle learning methods for state and parameter estimation

9th IET Data Fusion and Target Tracking Conference

January 2012 · Christopher Nemeth, Paul Fearnhead, Lyudmila Mihaylova, Dave Vorley