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Nick Whiteley
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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
1732010
Monte carlo methods
AM Johansen, L Evers, N Whiteley
International encyclopedia of education, 296-303, 2010
1622010
Discussion on particle Markov chain Monte Carlo methods
N Whiteley
Journal of the Royal Statistical Society: Series B 72 (3), 306-307, 2010
1062010
Bayesian Modelling of Temporal Structure in Musical Audio.
N Whiteley, AT Cemgil, SJ Godsill
ISMIR, 29-34, 2006
952006
Negative association, ordering and convergence of resampling methods
M Gerber, N Chopin, N Whiteley
The Annals of Statistics 47 (4), 2236-2260, 2019
932019
Stability properties of some particle filters
N Whiteley
932013
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
932010
On the role of interaction in sequential Monte Carlo algorithms
N Whiteley, A Lee, K Heine
822016
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
742022
Variance estimation in the particle filter
A Lee, N Whiteley
Biometrika 105 (3), 609-625, 2018
692018
Twisted particle filters
N Whiteley, A Lee
642014
Global consensus monte carlo
LJ Rendell, AM Johansen, A Lee, N Whiteley
Journal of Computational and Graphical Statistics 30 (2), 249-259, 2020
532020
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
452014
Sequential Monte Carlo samplers: error bounds and insensitivity to initial conditions
N Whiteley
Stochastic Analysis and Applications 30 (5), 774-798, 2012
402012
Forest resampling for distributed sequential Monte Carlo
A Lee, N Whiteley
Statistical Analysis and Data Mining: The ASA Data Science Journal 9 (4 …, 2016
352016
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
352014
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
352014
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
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
302016
Recent developments in auxiliary particle filtering
N Whiteley, AM Johansen
Inference and learning in dynamic models 38, 39-47, 2010
302010
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