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 | 167 | 2010 |
Monte carlo methods AM Johansen, L Evers, N Whiteley International encyclopedia of education, 296-303, 2010 | 141 | 2010 |
Discussion on particle Markov chain Monte Carlo methods N Whiteley Journal of the Royal Statistical Society: Series B 72 (3), 306-307, 2010 | 101 | 2010 |
Bayesian Modelling of Temporal Structure in Musical Audio. N Whiteley, AT Cemgil, SJ Godsill ISMIR, 29-34, 2006 | 92 | 2006 |
Stability properties of some particle filters N Whiteley | 91 | 2013 |
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 | 91 | 2010 |
Negative association, ordering and convergence of resampling methods M Gerber, N Chopin, N Whiteley The Annals of Statistics 47 (4), 2236-2260, 2019 | 89 | 2019 |
On the role of interaction in sequential Monte Carlo algorithms N Whiteley, A Lee, K Heine | 85 | 2016 |
Variance estimation in the particle filter A Lee, N Whiteley Biometrika 105 (3), 609-625, 2018 | 66 | 2018 |
An invitation to sequential Monte Carlo samplers C Dai, J Heng, PE Jacob, N Whiteley Journal of the American Statistical Association 117 (539), 1587-1600, 2022 | 59 | 2022 |
Twisted particle filters N Whiteley, A Lee | 59 | 2014 |
Global consensus Monte Carlo LJ Rendell, AM Johansen, A Lee, N Whiteley Journal of Computational and Graphical Statistics 30 (2), 249-259, 2020 | 49 | 2020 |
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 | 45 | 2014 |
Sequential Monte Carlo samplers: error bounds and insensitivity to initial conditions N Whiteley Stochastic Analysis and Applications 30 (5), 774-798, 2012 | 40 | 2012 |
Monte Carlo filtering of piecewise deterministic processes N Whiteley, AM Johansen, S Godsill Journal of Computational and Graphical Statistics 20 (1), 119-139, 2011 | 39 | 2011 |
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 | 36 | 2014 |
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 | 34 | 2014 |
Forest resampling for distributed sequential Monte Carlo A Lee, N Whiteley Statistical Analysis and Data Mining: The ASA Data Science Journal 9 (4 …, 2016 | 33 | 2016 |
An introduction to twisted particle filters and parameter estimation in non-linear state-space models J Ala-Luhtala, N Whiteley, K Heine, R Piché IEEE Transactions on Signal Processing 64 (18), 4875-4890, 2016 | 30 | 2016 |
Recent developments in auxiliary particle filtering N Whiteley, AM Johansen Inference and learning in dynamic models 38, 39-47, 2010 | 30 | 2010 |