Number of items: 5.
Sermaidis, Giorgos, Papaspiliopoulos, Omiros, Roberts, Gareth O., Beskos, Alexandros and Fearnhead, Paul.
(2013)
Markov chain monte carlo for exact inference for diffusions.
Scandinavian Journal of Statistics, Volume 40
(Number 2).
pp. 294-321.
ISSN 0303-6898
Łatuszyński, Krzysztof, Roberts, Gareth O., Sermaidis, Giorgos and Fearnhead, Paul.
(2012)
Continuous-time importance sampling : Monte Carlo methods which avoid time-discretisation error.
Annals of statistics
.
ISSN 0090-5364
(In Press)
Papaspiliopoulos, Omiros, Roberts, Gareth O. and Sermaidis, Giorgos.
(2011)
Whether ’tis nobler in the mind to suffer the slings and arrows of outrageous mixing problems, or to take arms against a sea of troubles, and by opposing end them?
Journal of Computational and Graphical Statistics, Vol.20
(No.3).
pp. 592-602.
ISSN 1061-8600
Papaspiliopoulos, Omiros and Sermaidis, Giorgos
(2007)
Monotonicity properties of the Monte Carlo EM algorithm and connections with simulated likelihood.
Working Paper.
Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2007).
Papaspiliopoulos, Omiros and Sermaidis, Giorgos
(2007)
Parametric estimation of discretely observed diffusions using the EM algorithm.
Working Paper.
Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2007).
This list was generated on Tue Jun 18 23:12:15 2013 BST.