Viani, Alessandro; Johansen, Adam M.; Sorrentino, Alberto Cost free hyper-parameter selection/averaging for Bayesian inverse problems with vanilla and Rao-blackwellized SMC samplers. (English) Zbl 1523.62041 Stat. Comput. 33, No. 6, Paper No. 126, 15 p. (2023). MSC: 62-08 62F15 65C05 PDFBibTeX XMLCite \textit{A. Viani} et al., Stat. Comput. 33, No. 6, Paper No. 126, 15 p. (2023; Zbl 1523.62041) Full Text: DOI arXiv OA License
Brown, Suzie; Jenkins, Paul A.; Johansen, Adam M.; Koskela, Jere Weak convergence of non-neutral genealogies to Kingman’s coalescent. (English) Zbl 1519.92140 Stochastic Processes Appl. 162, 76-105 (2023). MSC: 92D15 60J90 65C35 PDFBibTeX XMLCite \textit{S. Brown} et al., Stochastic Processes Appl. 162, 76--105 (2023; Zbl 1519.92140) Full Text: DOI arXiv
Koskela, Jere; Jenkins, Paul A.; Johansen, Adam M.; Spanò, Dario Erratum to: “Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo”. (English) Zbl 1497.60057 Ann. Stat. 50, No. 4, 2467-2468 (2022). MSC: 60G35 60J90 60K35 62M20 PDFBibTeX XMLCite \textit{J. Koskela} et al., Ann. Stat. 50, No. 4, 2467--2468 (2022; Zbl 1497.60057) Full Text: DOI
Hodgson, James; Johansen, Adam M.; Pollock, Murray Unbiased simulation of rare events in continuous time. (English) Zbl 1491.65011 Methodol. Comput. Appl. Probab. 24, No. 3, 2123-2148 (2022). MSC: 65C05 65C35 PDFBibTeX XMLCite \textit{J. Hodgson} et al., Methodol. Comput. Appl. Probab. 24, No. 3, 2123--2148 (2022; Zbl 1491.65011) Full Text: DOI arXiv
Rendell, Lewis J.; Johansen, Adam M.; Lee, Anthony; Whiteley, Nick Global consensus Monte Carlo. (English) Zbl 07499857 J. Comput. Graph. Stat. 30, No. 2, 249-259 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{L. J. Rendell} et al., J. Comput. Graph. Stat. 30, No. 2, 249--259 (2021; Zbl 07499857) Full Text: DOI
Pollock, Murray; Fearnhead, Paul; Johansen, Adam M.; Roberts, Gareth O. Quasi-stationary Monte Carlo and the ScaLE algorithm. (English) Zbl 07554789 J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 5, 1167-1221 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Pollock} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 5, 1167--1221 (2020; Zbl 07554789) Full Text: DOI arXiv
Finke, Axel; Doucet, Arnaud; Johansen, Adam M. Limit theorems for sequential MCMC methods. (English) Zbl 07378171 Adv. Appl. Probab. 52, No. 2, 377-403 (2020). MSC: 65C05 60F05 60F25 60G35 60J05 62F15 68U20 PDFBibTeX XMLCite \textit{A. Finke} et al., Adv. Appl. Probab. 52, No. 2, 377--403 (2020; Zbl 07378171) Full Text: DOI arXiv Link
Koskela, Jere; Jenkins, Paul A.; Johansen, Adam M.; Spanò, Dario Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo. (English) Zbl 1462.60051 Ann. Stat. 48, No. 1, 560-583 (2020); erratum ibid. 50, No. 4, 2467-2468 (2022). MSC: 60G35 60J90 60K35 62M20 PDFBibTeX XMLCite \textit{J. Koskela} et al., Ann. Stat. 48, No. 1, 560--583 (2020; Zbl 1462.60051) Full Text: DOI arXiv Euclid
Angeli, Letizia; Grosskinsky, Stefan; Johansen, Adam M.; Pizzoferrato, Andrea Rare event simulation for stochastic dynamics in continuous time. (English) Zbl 1436.60085 J. Stat. Phys. 176, No. 5, 1185-1210 (2019). MSC: 60K50 60F10 82C22 60K35 65C05 PDFBibTeX XMLCite \textit{L. Angeli} et al., J. Stat. Phys. 176, No. 5, 1185--1210 (2019; Zbl 1436.60085) Full Text: DOI arXiv
Everitt, Richard G.; Johansen, Adam M.; Rowing, Ellen; Evdemon-Hogan, Melina Bayesian model comparison with un-normalised likelihoods. (English) Zbl 1505.62139 Stat. Comput. 27, No. 2, 403-422 (2017). MSC: 62-08 62F15 65C05 PDFBibTeX XMLCite \textit{R. G. Everitt} et al., Stat. Comput. 27, No. 2, 403--422 (2017; Zbl 1505.62139) Full Text: DOI arXiv Link
Gerber, Mathieu; Chopin, Nicolas [Pitt, Michael; Doucet, Arnaud; Oates, Chris J.; Simpson, Daniel; Girolami, Mark; Pollock, M.; Johansen, Adam M.; Łatuszyński, K.; Roberts, G. O.; Finke, Axel; Hetland, Andreas L.; Lee, Anthony; Critchley, Frank; Nguyen, Dao; Arbel, Julyan; Prünster, Igor; Bao, Le; Beskos, Alexandros; Jasra, Ajay; Castro, Daniela; Porcu, Emilio; Coad, D. S.; Weng, R. C.; Everitt, Richard G.; Gandy, Axel; Lau, F. Din-Houn; He, Zhijian; Owen, Art B.; Paulin, Daniel; Thiery, Alexandre H.; Künsch, Hans R.; Lacoste-Julien, Simon; Lindsten, Fredrik; L’Ecuyer, Pierre; Lemieux, Christiane; Singh, Sumeetpal S.; Liu, Han; Zeng, Yong; Mateu, Jorge; Papaspiliopoulos, Omiros; Robert, Christian P.; Rudolf, Daniel; Ryder, Robin J.; Telesca, Donatello; Wong, Weng Kee; Tong, Howell; Wu, Ruochen; Linton, Oliver] Sequential quasi Monte Carlo. With discussion and authors’ reply. (English) Zbl 1414.62109 J. R. Stat. Soc., Ser. B, Stat. Methodol. 77, No. 3, 509-579 (2015). MSC: 62G05 65C60 PDFBibTeX XMLCite \textit{M. Gerber} and \textit{N. Chopin}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 77, No. 3, 509--579 (2015; Zbl 1414.62109) Full Text: DOI arXiv
Finke, Axel; Johansen, Adam M.; Spanò, Dario Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers. (English) Zbl 1337.62203 Ann. Inst. Stat. Math. 66, No. 3, 577-609 (2014). MSC: 62M05 62F10 60J22 PDFBibTeX XMLCite \textit{A. Finke} et al., Ann. Inst. Stat. Math. 66, No. 3, 577--609 (2014; Zbl 1337.62203) Full Text: DOI
Nam, Christopher F. H.; Aston, John A. D.; Johansen, Adam M. Parallel sequential Monte Carlo samplers and estimation of the number of states in a hidden Markov model. (English) Zbl 1337.62206 Ann. Inst. Stat. Math. 66, No. 3, 553-575 (2014). MSC: 62M05 60J22 PDFBibTeX XMLCite \textit{C. F. H. Nam} et al., Ann. Inst. Stat. Math. 66, No. 3, 553--575 (2014; Zbl 1337.62206) Full Text: DOI
Nam, Christopher F. H.; Aston, John A. D.; Johansen, Adam M. Quantifying the uncertainty in change points. (English) Zbl 1281.62174 J. Time Ser. Anal. 33, No. 5, 807-823 (2012). MSC: 62M02 62M10 62P10 62F15 65C05 PDFBibTeX XMLCite \textit{C. F. H. Nam} et al., J. Time Ser. Anal. 33, No. 5, 807--823 (2012; Zbl 1281.62174) Full Text: DOI Link
Andrieu, Christophe; Doucet, Arnaud; Holenstein, Roman [Fearnhead, Paul; Godsill, Simon; Chopin, Nicolas; Chen, Rong; Girolami, Mark; Whiteley, Nick; Roberts, Gareth; Belmonte, Miguel A.; Papaspiliopoulos, Omiros; Łatuszyński, Krzysztof; Flury, Thomas; Shephard, Neil; Robert, Christian P.; Jacob, Pierre; Rue, Håvard; Bhadra, Anindya; Bornn, Luke; Tabet, Aline; Cappé, Olivier; Cornebise, J.; Peters, G. W.; Creal, Drew D.; Koopman, Siem Jan; Crisan, Dan; Draper, David; Everitt, Richard; Golightly, Andrew; Wilkinson, Darren J.; Ionides, Edward L.; Johannes, Michael; Polson, Nick; Yae, Seung Min; Johansen, Adam M.; Aston, John A. D.; Lee, Anthony; Holmes, Chris; Maskell, Simon; Murray, Lawrence; Jones, Emlyn; Parslow, John; Campbell, Eddy; Margvelashvili, Nugzar; Silva, Ralph S.; Kohn, Robert; Giordani, Paolo; Pitt, Michael K.; Toivanen, Miika; Lampinen, Jouko; Yun, Jonghyun; Chen, Yuguo] Particle Markov chain Monte Carlo methods. With discussion and authors’ reply. (English) Zbl 1411.65020 J. R. Stat. Soc., Ser. B, Stat. Methodol. 72, No. 3, 269-342 (2010). MSC: 65C40 65C05 65C60 62P20 65-02 PDFBibTeX XMLCite \textit{C. Andrieu} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 72, No. 3, 269--342 (2010; Zbl 1411.65020) Full Text: DOI
Doucet, Arnaud; Johansen, Adam M.; Tadić, Vladislav B. On solving integral equations using Markov chain Monte Carlo methods. (English) Zbl 1193.65217 Appl. Math. Comput. 216, No. 10, 2869-2880 (2010). MSC: 65R20 45B05 65C05 65C40 60J22 PDFBibTeX XMLCite \textit{A. Doucet} et al., Appl. Math. Comput. 216, No. 10, 2869--2880 (2010; Zbl 1193.65217) Full Text: DOI
Johansen, Adam M.; Singh, Sumeetpal S.; Doucet, Arnaud; Vo, Ba-Ngu Convergence of the SMC implementation of the PHD filter. (English) Zbl 1104.60009 Methodol. Comput. Appl. Probab. 8, No. 2, 265-291 (2006). Reviewer: Pedro A. Morettin (São Paulo) MSC: 60F05 93E11 62P30 60F25 PDFBibTeX XMLCite \textit{A. M. Johansen} et al., Methodol. Comput. Appl. Probab. 8, No. 2, 265--291 (2006; Zbl 1104.60009) Full Text: DOI