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08/26/2022
Mixtures of Gaussian Process Experts with SMC^2
Gaussian processes are a key component of many flexible statistical and ...
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08/15/2022
Convergence Rates for Stochastic Approximation on a Boundary
We analyze the behavior of projected stochastic gradient descent focusin...
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02/10/2020
Unbiased Filtering of a Class of Partially Observed Diffusions
In this article we consider a Monte Carlo-based method to filter partial...
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07/26/2018
Unbiased inference for discretely observed hidden Markov model diffusions
We develop an importance sampling (IS) type estimator for Bayesian joint...
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07/02/2018