Publications

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

Published in Journal of Computational and Graphical Statistics, 2016

Recommended citation: Nemeth, C., Fearnhead, P. and Mihaylova, L., (2016). "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, 25(4), pp.1138-1157. https://www.tandfonline.com/doi/abs/10.1080/10618600.2015.1093492