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Theory and Methods - Monte Carlo Smoothing for Nonlinear Time Series
Godsill, Simon J.; Doucet, Arnaud; West, Mike - In: Journal of the American Statistical Association : JASA 99 (2004) 465, pp. 156-168
Persistent link: https://www.econbiz.de/10006610273
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Special issue on Nonlinear non-Gaussian models and related filtering methods - Maximum a posteriori sequence estimation using Monte Carlo particle filters
Godsill, Simon; Doucet, Arnaud; West, Mike - In: Annals of the Institute of Statistical Mathematics : AISM 53 (2001) 1, pp. 82-96
Persistent link: https://www.econbiz.de/10006564327
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Parameter Estimation in General State-Space Models using Particle Methods
Doucet, Arnaud; Tadic, Vladislav B. - In: Annals of the Institute of Statistical Mathematics : AISM 55 (2003) 2, pp. 409-422
Persistent link: https://www.econbiz.de/10006553570
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Special issue on Nonlinear non-Gaussian models and related filtering methods - Optimal estimation and Cramér-Rao bounds for partial non-Gaussian state space models
Bergman, Niclas; Doucet, Arnaud; Gordon, Neil - In: Annals of the Institute of Statistical Mathematics : AISM 53 (2001) 1, pp. 97-112
Persistent link: https://www.econbiz.de/10006564326
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A policy gradient method for semi-Markov decision processes with application to call admission control
Singh, Sumeetpal S.; Tadić, Vladislav B.; Doucet, Arnaud - In: European journal of operational research : EJOR 178 (2007) 3, pp. 808-818
Persistent link: https://www.econbiz.de/10007772606
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Smoothing algorithms for state–space models
Briers, Mark; Doucet, Arnaud; Maskell, Simon - In: Annals of the Institute of Statistical Mathematics : AISM 62 (2009) 1, pp. 61-90
Persistent link: https://www.econbiz.de/10008345457
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Applications and Case Studies - Evaluation and Comparison of EEG Traces: Latent Structure in Nonstationary Time Series
West, Mike; Prado, Raquel; Krystal, Andrew D. - In: Journal of the American Statistical Association : JASA 94 (1999) 448, pp. 1083-1095
Persistent link: https://www.econbiz.de/10006625917
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Applications and Case Studies - Evaluation and Comparison of EEG Traces: Latent Structure in Nonstationary Time Series
West, Mike; Prado, Raquel; Krystal, Andrew D. - In: Journal of the American Statistical Association : JASA 94 (1999) 446, pp. 375-387
Persistent link: https://www.econbiz.de/10006626741
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Rejoinder - Bayesian Inference on Network Traffic Using Link Count Data
Tebaldi, Claudia; West, Mike - In: Journal of the American Statistical Association : JASA 93 (1998) 442, pp. 576
Persistent link: https://www.econbiz.de/10006628866
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Bayesian Inference on Network Traffic Using Link Count Data
Tebaldi, Claudia; West, Mike - In: Journal of the American Statistical Association : JASA 93 (1998) 442, pp. 557-572
Persistent link: https://www.econbiz.de/10006628869