Sequential Estimation of Temporally Evolving Latent Space Network Models

Computational Statistics and Data Analysis

March 2023 · Kathryn Turnbull, Christopher Nemeth, Matthew Nunes, Tyler McCormick

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

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