Nick Whiteley
Title
Cited by
Cited by
Year
Auxiliary particle implementation of probability hypothesis density filter
N Whiteley, S Singh, S Godsill
IEEE Transactions on Aerospace and Electronic Systems 46 (3), 1437-1454, 2010
1492010
Efficient Bayesian inference for switching state-space models using discrete particle Markov chain Monte Carlo methods
N Whiteley, C Andrieu, A Doucet
arXiv preprint arXiv:1011.2437, 2010
792010
Stability properties of some particle filters
N Whiteley
The Annals of Applied Probability 23 (6), 2500-2537, 2013
752013
Bayesian Modelling of Temporal Structure in Musical Audio.
N Whiteley, AT Cemgil, SJ Godsill
ISMIR, 29-34, 2006
742006
On the role of interaction in sequential Monte Carlo algorithms
N Whiteley, A Lee, K Heine
Bernoulli 22 (1), 494-529, 2016
652016
Discussion on particle Markov chain Monte Carlo methods
N Whiteley
Journal of the Royal Statistical Society: Series B 72 (3), 306-307, 2010
632010
Monte Carlo Methods
AM Johansen, L Evers, N Whiteley
Lecture notes 200, 2010
432010
Twisted particle filters
N Whiteley, A Lee
The Annals of Statistics 42 (1), 115-141, 2014
372014
Negative association, ordering and convergence of resampling methods
M Gerber, N Chopin, N Whiteley
Annals of Statistics 47 (4), 2236-2260, 2019
362019
Monte Carlo filtering of piecewise deterministic processes
N Whiteley, AM Johansen, S Godsill
Journal of Computational and Graphical Statistics 20 (1), 119-139, 2011
352011
Maximum marginal likelihood estimation of the granularity coefficient of a Potts-Markov random field within an MCMC algorithm
M Pereyra, N Whiteley, C Andrieu, JY Tourneret
2014 IEEE Workshop on Statistical Signal Processing (SSP), 121-124, 2014
342014
Error bounds and normalising constants for sequential Monte Carlo samplers in high dimensions
A Beskos, DO Crisan, A Jasra, N Whiteley
Advances in Applied Probability 46 (1), 279-306, 2014
342014
Sequential Monte Carlo samplers: error bounds and insensitivity to initial conditions
N Whiteley
Stochastic Analysis and Applications 30 (5), 774-798, 2012
342012
Variance estimation in the particle filter
A Lee, N Whiteley
Biometrika 105 (3), 609-625, 2018
272018
Approximate Bayesian computation for smoothing
JS Martin, A Jasra, SS Singh, N Whiteley, P Del Moral, E McCoy
Stochastic Analysis and Applications 32 (3), 397-420, 2014
272014
Recent developments in auxiliary particle filtering
N Whiteley, AM Johansen
Inference and learning in dynamic models 38, 39-47, 2010
272010
Forest resampling for distributed sequential Monte Carlo
A Lee, N Whiteley
Statistical Analysis and Data Mining: The ASA Data Science Journal 9 (4 …, 2016
242016
Exact approximation of Rao-Blackwellised particle filters
AM Johansen, N Whiteley, A Doucet
IFAC Proceedings Volumes 45 (16), 488-493, 2012
222012
Error bounds and normalizing constants for sequential Monte Carlo in high dimensions
A Beskos, D Crisan, A Jasra, N Whiteley
arXiv preprint arXiv:1112.1544, 2011
202011
Sequential inference of rhythmic structure in musical audio
N Whiteley, AT Cemgil, S Godsill
2007 IEEE International Conference on Acoustics, Speech and Signal …, 2007
202007
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Articles 1–20